Bayesian Analysis of Stochastic Process Models

DOI10.1002/9780470975916zbMath1273.62021OpenAlexW2480600923MaRDI QIDQ3067831

Michael P. Wiper, Fabrizio Ruggeri, David Ríos Insua

Publication date: 13 January 2011

Published in: Wiley Series in Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/9780470975916

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Monte Carlo methods (65C05) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Markov processes (60Jxx) Inference from stochastic processes (62Mxx) Stochastic processes (60Gxx)

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