September 2012
Intermediate to advanced
486 pages
10h 41m
English
Content preview from Bayesian Statistics: An Introduction, 4th Edition
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D.4 Time series and forecasting
Methods of dealing with time series, that is, random functions of time, constitute an important area of statistics. Important books on this area from the Bayesian standpoint are West and Harrison (1989) and Pole et al. (1994). Information about software updates can be found at
A briefer discussion of some of the ideas can be found in Leonard and Hsu (2001, Section 5.3).