Bayesian Forecasting and Dynamic Models, Mike West; Jeff Harrison
Автор: Harvey, Andrew C. Название: Forecasting, structural time series models and the kalman filter ISBN: 0521405734 ISBN-13(EAN): 9780521405737 Издательство: Cambridge Academ Рейтинг: Цена: 40120.00 T Наличие на складе: Есть у поставщика Поставка под заказ. 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 Рейтинг: Цена: 153720.00 T Наличие на складе: Есть у поставщика Поставка под заказ. 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 Рейтинг: Цена: 128830.00 T Наличие на складе: Есть у поставщика Поставка под заказ. 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: G. Gregoriou; R. Pascalau Название: Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models ISBN: 1349328960 ISBN-13(EAN): 9781349328963 Издательство: Springer Рейтинг: Цена: 93160.00 T Наличие на складе: Есть у поставщика Поставка под заказ. 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: Reich Название: Probabilistic Forecasting and Bayesian Data Assimilation ISBN: 1107663911 ISBN-13(EAN): 9781107663916 Издательство: Cambridge Academ Рейтинг: Цена: 49630.00 T Наличие на складе: Есть у поставщика Поставка под заказ. 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 Название: Dynamic Models for Volatility and Heavy Tails ISBN: 1107034728 ISBN-13(EAN): 9781107034723 Издательство: Cambridge Academ Рейтинг: Цена: 104550.00 T Наличие на складе: Есть у поставщика Поставка под заказ. 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: Thompson John Название: Bayesian Analysis with Stata ISBN: 1597181412 ISBN-13(EAN): 9781597181419 Издательство: Taylor&Francis Рейтинг: Цена: 57150.00 T Наличие на складе: Невозможна поставка. Описание:
Bayesian Analysis with Stata is written for anyone interested in applying Bayesian methods to real data easily. The book shows how modern analyses based on Markov chain Monte Carlo (MCMC) methods are implemented in Stata both directly and by passing Stata datasets to OpenBUGS or WinBUGS for computation, allowing Stata's data management and graphing capability to be used with OpenBUGS/WinBUGS speed and reliability.
The book emphasizes practical data analysis from the Bayesian perspective, and hence covers the selection of realistic priors, computational efficiency and speed, the assessment of convergence, the evaluation of models, and the presentation of the results. Every topic is illustrated in detail using real-life examples, mostly drawn from medical research.
The book takes great care in introducing concepts and coding tools incrementally so that there are no steep patches or discontinuities in the learning curve. The book's content helps the user see exactly what computations are done for simple standard models and shows the user how those computations are implemented. Understanding these concepts is important for users because Bayesian analysis lends itself to custom or very complex models, and users must be able to code these themselves.
Автор: Diebold Francis Название: Yield Curve Modeling and Forecasting? ISBN: 0691146802 ISBN-13(EAN): 9780691146805 Издательство: Wiley Рейтинг: Цена: 47520.00 T Наличие на складе: Есть у поставщика Поставка под заказ. 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.
Bayesian Data Analysis in Ecology Using Linear Modelswith R, BUGS, and STAN examines the Bayesian and frequentist methods of conducting data analyses. The book provides the theoretical background in an easy-to-understand approach, encouraging readers to examine the processes that generated their data. Including discussions of model selection, model checking, and multi-model inference, the book also uses effect plots that allow a natural interpretation of data. Bayesian Data Analysis in Ecology Using Linear Modelswith R, BUGS, and STAN introduces Bayesian software, using R for the simple modes, and flexible Bayesian software (BUGS and Stan) for the more complicated ones. Guiding the ready from easy toward more complex (real) data analyses ina step-by-step manner, the book presents problems and solutions--including all R codes--that are most often applicable to other data and questions, making it an invaluable resource for analyzing a variety of data types.
Автор: Harvey, A.c. Название: Forecasting, structural time series models, and the kalman filter ISBN: 0521321964 ISBN-13(EAN): 9780521321969 Издательство: Cambridge Academ Рейтинг: Цена: 142560.00 T Наличие на складе: Есть у поставщика Поставка под заказ. 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: Tatarinova Tatiana, Schumitzky Alan Название: Nonlinear Mixture Models: A Bayesian Approach ISBN: 1848167563 ISBN-13(EAN): 9781848167568 Издательство: World Scientific Publishing Рейтинг: Цена: 95040.00 T Наличие на складе: Есть у поставщика Поставка под заказ. 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 Рейтинг: Цена: 63310.00 T Наличие на складе: Есть у поставщика Поставка под заказ. 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.
Казахстан, 010000 г. Астана, проспект Туран 43/5, НП2 (офис 2) ТОО "Логобук" Тел:+7 707 857-29-98 ,+7(7172) 65-23-70 www.logobook.kz
