Smoothness Priors Analysis Of Time Series-..
-
- 1x de R$ 1.161,92 sem juros
- 2x de R$ 580,96 sem juros
- 3x de R$ 387,30 sem juros
- 4x de R$ 290,48 sem juros
-
R$ 1.103,82
-
R$ 1.161,92
Smoothness Priors Analysis of Time Series addresses some of the problems of modeling stationary and nonstationary time series primarily from a Bayesian stochastic regression "smoothness priors" state space point of view. Prior distributions on model coefficients are parametrized by hyperparameters. Maximizing the likelihood of a small number of hyperparameters permits the robust modeling of a time series with relatively complex structure and a very large number of implicitly inferred parameters. The critical statistical ideas in smoothness priors are the likelihood of the Bayesian model and the use of likelihood as a measure of the goodness of fit of the model. The emphasis is on a general state space approach in which the recursive conditional distributions for prediction, filtering, and smoothing are realized using a variety of nonstandard methods including numerical integration, a Gaussian mixture distribution-two filter smoothing formula, and a Monte Carlo "particle-path tracing" method in which the distributions are approximated by many realizations. The methods are applicable for modeling time series with complex structures.
| ISBN | 9780387948195 |
| Autor(a) | Kitagawa, Genshiro |
| Editora | Springer Publishing |
| Ano de edição | 1996 |
| Páginas | 280 |
| Acabamento | Brochura |
Produtos relacionados
-
Design And Analysis Of Time Series Experiments-..R$ 639,10até 4x de R$ 159,77 sem jurosou R$ 607,14 via Pix -
Introduction To State Space Time Series Analysis-..R$ 913,00até 4x de R$ 228,25 sem jurosou R$ 867,35 via Pix -
Nonlinear Time Series Analysis With R C-..R$ 913,00até 4x de R$ 228,25 sem jurosou R$ 867,35 via Pix
Categorias
Conteúdo
Sobre a loja
Myre Livraria, sua livraria online especializada em importação e revenda de livros nacionais e internacionais. Oferecemos uma vasta seleção de materiais didáticos de alta qualidade para aprender inglês, espanhol, francês, alemão e muito mais. Aproveite preços competitivos e entrega rápida em todo o Brasil
Pague com
Selos
Myre Editora Ltda. - CNPJ: 50.295.718/0001-20 © Todos os direitos reservados. 2026
