Bayesian Forecasting and Dynamic Models, Mike West; Jeff Harrison

Автор: Harvey
Название: Dynamic Models for Volatility and Heavy Tails
ISBN: 1107034728 ISBN-13(EAN): 9781107034723
Издательство: Cambridge Academ
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Цена: 15682.00 р.
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Описание: This book presents a statistical theory for a class of nonlinear time-series models. It has particular relevance for the modeling of volatility in financial time series but the overall approach will be of interest to econometricians and statisticians in a variety of disciplines.

Автор: G. Gregoriou; R. Pascalau
Название: Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models
ISBN: 1349328960 ISBN-13(EAN): 9781349328963
Издательство: Springer
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Цена: 13974.00 р.
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Описание: This book investigates several competing forecasting models for interest rates, financial returns, and realized volatility, addresses the usefulness of nonlinear models for hedging purposes, and proposes new computational techniques to estimate financial processes.

Автор: Harvey, Andrew C.
Название: Forecasting, structural time series models and the kalman filter
ISBN: 0521405734 ISBN-13(EAN): 9780521405737
Издательство: Cambridge Academ
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Цена: 6018.00 р.
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Описание: This book is concerned with modelling economic and social time series and with addressing the special problems which the treatment of such series pose. It is unique in its use of Kalman filtering with econometric and time series modelling.

Автор: Jakub Bijak; Arkadiusz Wisniowski
Название: Forecasting International Migration in Europe: A Bayesian View
ISBN: 940073395X ISBN-13(EAN): 9789400733954
Издательство: Springer
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Цена: 23058.00 р.
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Описание: This book examines how to forecast the international migration component in a way that can be used for population forecasts using the probabilistic approach. It applies Bayesian statistical methods to an under-researched area of population forecasting.

Автор: Reich
Название: Probabilistic Forecasting and Bayesian Data Assimilation
ISBN: 1107069394 ISBN-13(EAN): 9781107069398
Издательство: Cambridge Academ
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Цена: 19325.00 р.
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Описание: This book focuses on the Bayesian approach to data assimilation, outlining the subject`s key ideas and concepts, and explaining how to implement specific data assimilation algorithms. It is an ideal introduction for graduate students in applied mathematics, computer science, engineering, geoscience and other emerging application areas.

Автор: Reich
Название: Probabilistic Forecasting and Bayesian Data Assimilation
ISBN: 1107663911 ISBN-13(EAN): 9781107663916
Издательство: Cambridge Academ
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Цена: 7445.00 р.
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Описание: This book focuses on the Bayesian approach to data assimilation, outlining the subject`s key ideas and concepts, and explaining how to implement specific data assimilation algorithms. It is an ideal introduction for graduate students in applied mathematics, computer science, engineering, geoscience and other emerging application areas.

Автор: Harvey, A.c.
Название: Forecasting, structural time series models, and the kalman filter
ISBN: 0521321964 ISBN-13(EAN): 9780521321969
Издательство: Cambridge Academ
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Цена: 21384.00 р.
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Описание: This book is concerned with modelling economic and social time series and with addressing the special problems which the treatment of such series pose. It is unique in its use of Kalman filtering with econometric and time series modelling.

Автор: Diebold Francis
Название: Yield Curve Modeling and Forecasting?
ISBN: 0691146802 ISBN-13(EAN): 9780691146805
Издательство: Wiley
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Цена: 7128.00 р.
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Описание: Offers an understanding of the dynamic evolution of the yield curve is critical to many financial tasks, including pricing financial assets and their derivatives, managing financial risk, allocating portfolios, structuring fiscal debt, and valuing capital goods. This title contains essential tools for academics, central banks, and more.

Автор: Tatarinova Tatiana, Schumitzky Alan
Название: Nonlinear Mixture Models: A Bayesian Approach
ISBN: 1848167563 ISBN-13(EAN): 9781848167568
Издательство: World Scientific Publishing
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Цена: 14256.00 р.
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Описание: Provides an introduction to the important subject of nonlinear mixture models from a Bayesian perspective. This title contains background material, a brief description of Markov chain theory, as well as novel algorithms and their applications.

Автор: Marta Blangiardo,Michela Cameletti
Название: Spatial and Spatio–temporal Bayesian Models with R – INLA
ISBN: 1118326555 ISBN-13(EAN): 9781118326558
Издательство: Wiley
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Цена: 9496.00 р.
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Описание: Spatial and Spatio-Temporal Bayesian Models with R-INLA provides a much needed, practically oriented & innovative presentation of the combination of Bayesian methodology and spatial statistics.