Tell your friends about this item:
A Bayesian Analysis of Changing Time Series Models: Monograph on Time Series Analysis Arumugam.p
Ordered from remote warehouse
Our customers say:
A Bayesian Analysis of Changing Time Series Models: Monograph on Time Series Analysis
Arumugam.p
This Monograph provides Bayesian Methodology for Structural Change problems through Changes in Parameters of the models and Structural Changes through Mixture of Models in Time series Analysis. It also deals the models with auto correlated errors and derived the Bayesian solutions. A computer simulation study was carried out. The main aims of the numerical study are (i) to illustrate the evaluation of the estimates of the parameters on the basis of the methodology developed and (ii) to compare the two different methodologies developed based on the estimates.
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | January 21, 2011 |
| ISBN13 | 9783843393676 |
| Publishers | LAP LAMBERT Academic Publishing |
| Pages | 136 |
| Dimensions | 225 × 8 × 150 mm · 221 g |
| Language | German |
See all of Arumugam.p ( e.g. Paperback Book )