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 MONOGRAPH ON TIME SERIES ANALYSIS A BAYESIAN ANALYSIS OF CHANGING TIME SERIES MODELS.
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MONOGRAPH ON TIME SERIES ANALYSIS A BAYESIAN ANALYSIS OF CHANGING TIME SERIES MODELS.

автор VENKATESAN .D издательство Книга по Требованию Информационные технологии в экономике
Cтраниц 136        мягкая обложка       
Аннотация:A computer simulation study was carried out. It also deals the models with auto correlated errors and derived the Bayesian solutions. 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. 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.
Автор: VENKATESAN .D
Издательство: Книга по Требованию
Год:2011
Цена:
2284 руб
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Поиск: MONOGRAPH ON TIME SERIES ANALYSIS A BAYESIAN ANALYSIS OF CHANGING TIME SERIES MODELS.


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