Smoothness Priors Analysis of Time Series: 116 (Lecture Notes in Statistics)

Smoothness Priors Analysis of Time Series: 116 (Lecture Notes in Statistics)

by G . Kitagawa (Author), Genshiro Kitagawa (Author), WillGersch (Author)

Synopsis

Smoothness Priors Analysis of Time Series addresses some of the problems of modeling stationary and nonstationary time series primarily from a Bayesian stochastic regression "smoothness priors" state space point of view.

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10 in stock

More Information

Format: Paperback
Pages: 280
Edition: 1996
Publisher: Springer
Published: 04 Sep 1996

ISBN 10: 9780387948
ISBN 13: 9780387948195