Bayesian Analysis of Time Series

Langue : anglais

Edité par Taylor and Francis Ltd, GB, 2021

0367779994 / 9780367779993

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In many branches of science relevant observations are taken sequentially over time. Bayesian Analysis of Time Series discusses how to use models that explain the probabilistic characteristics of these time series and then utilizes the Bayesian approach to make inferences about their parameters. This is done by taking the prior information and via Bayes theorem implementing Bayesian inferences of estimation, testing hypotheses, and prediction. The methods are demonstrated using both R and WinBUGS. The R package is primarily used to generate observations from a given time series model, while the WinBUGS packages allows one to perform a posterior analysis that provides a way to determine the characteristic of the posterior distribution of the unknown parameters.Features Presents a comprehensive introduction to the Bayesian analysis of time series. Gives many examples over a wide variety of fields including biology, agriculture, business, economics, sociology, and astronomy. Contains numerous exercises at the end of each chapter many of which use R and WinBUGS. Can be used in graduate courses in statistics and biostatistics, but is also appropriate for researchers, practitioners and consulting statisticians. About the authorLyle D. Broemeling, Ph.D., is Director of Broemeling and Associates Inc., and is a consulting biostatistician. He has been involved with academic health science centers for about 20 years and has taught and been a consultant at the University of Texas Medical Branch in Galveston, The University of Texas MD Anderson Cancer Center and the University of Texas School of Public Health. His main interest is in developing Bayesian methods for use in medical and biological problems and in authoring textbooks in statistics. His previous books for Chapman and Hall/CRC include Bayesian Biostatistics and Diagnostic Medicine, and Bayesian Methods for Agreement.…

N° de réf. du vendeur LU-9780367779993

Titre
Bayesian Analysis of Time Series
Auteur
Lyle D. Broemeling
Éditeur
Taylor and Francis Ltd, GB
Année de publication
2021
État de l'article
New
Reliure
Paperback
Langue
anglais
ISBN à 10 chiffres
0367779994
ISBN à 13 chiffres
9780367779993
Poids de l'article
453 grammes

Rarewaves.com USA

London, London, Royaume-Uni

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Vendeur AbeBooks depuis 11 juin 2025

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