Bayesian Inference for Structural Changes in Time Series Models: Monograph on Time Series Analysis - Vijayakumar. M - Livros - LAP LAMBERT Academic Publishing - 9783844314922 - 2 de março de 2011
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Bayesian Inference for Structural Changes in Time Series Models: Monograph on Time Series Analysis

Vijayakumar. M

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Bayesian Inference for Structural Changes in Time Series Models: Monograph on Time Series Analysis

This monograph provides Bayesian inference for change point problems through Mixture model approach in Time series models viz., changes in mean of the time series with and without auto correlated errors, variance changes in the time series model and order changes in the time series models. MCMC technique is used to obtain the numerical solutions. The main aim of the numerical study is to illustrate the evaluation of the estimates of the parameters on the basis of the methodology developed in this monograph.

Mídia Livros     Paperback Book   (Livro de capa flexível e brochura)
Lançado 2 de março de 2011
ISBN13 9783844314922
Editoras LAP LAMBERT Academic Publishing
Páginas 120
Dimensões 226 × 7 × 150 mm   ·   185 g
Idioma English