| Description |
xiv, 680 pages : illustrations ; 24 cm |
| Series |
Springer series in statistics |
|
Springer series in statistics.
|
| Contents |
1. Introduction -- 2. Introduction to the DLM -- 3. Introduction to the DLM -- 4. The Dynamic Linear Model -- 5. Univariate Time Series DLM Theory -- 6. Model Specification and Design -- 7. Polynomial Trend Models -- 8. Seasonal Models -- 9. Regression, Autoregression, and Related Models -- 10. Illustrations and Extensions of Standard DLMS -- 11. Intervention and Monitoring -- 12. Multi-Process Models -- 13. Non-Linear Dynamic Models: Analytic and Numerical Approximations -- 14. Exponential Family Dynamic Models -- 15. Simulation-Based Methods in Dynamic Models -- 16. Multivariate Modelling and Forecasting -- 17. Distribution Theory and Linear Algebra |
| Notes |
Errata slip inserted |
| Bibliography |
Includes bibliographical references (pages [652]-665) and indexes |
| Subject |
Bayesian statistical decision theory.
|
|
Linear models (Statistics)
|
| Author |
Harrison, Jeff.
|
| LC no. |
96038166 |
| ISBN |
0387947256 (hc : alk. paper) |
|
