Bayesian Analysis of Time Series

DOI10.1201/9780429488443zbMath1426.62001OpenAlexW2954617716MaRDI QIDQ5741694

L. D. Broemeling

Publication date: 15 May 2019

Full work available at URL: https://doi.org/10.1201/9780429488443

zbMATH Keywords

Bayesian analysistime seriesstationarityspectral analysisregressionresidualsdynamic linear modelsshift point problem

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General biostatistics (92B15) Bayesian inference (62F15) Inference from stochastic processes and spectral analysis (62M15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Applications of statistics (62Pxx)

Related Items (1)

Bayesian inference for a mixture double autoregressive model

Uses Software

• Unnamed Item
• WinBUGS

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