Variance Estimation for Bayesian Dynamic Linear Models

by Kostas Triantafyllopoulos

Time series modelling and in particular multivariate time series have received considerable attention in the literature over the past 20 years. Time series data are met in almost all subject areas,... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 384337063X
• ISBN13: 9783843370639
• Release Date: November 2010
• Publisher: LAP Lambert Academic Publishing
• Length: 196 Pages
• Weight: 0.65 lbs.
• Dimensions: 0.5" x 6.0" x 9.0"