BAYESIAN INFERENCE FOR STRUCTURAL CHANGES IN TIME SERIES MODELS: MONOGRAPH ON TIME SERIES ANALYSIS. Este artículo no está disponible.
Idioma: inglés
Editorial: LAP LAMBERT Academic Publishing, 2011
- Tapa blanda
- Nuevo
Librería: Ria Christie Collections, Uxbridge, Reino UnidoRia Christie Collections
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Descripción del artículo del vendedor
In English.
N° de ref. del artículo ria9783844314922_new
- Título
- BAYESIAN INFERENCE FOR STRUCTURAL CHANGES IN TIME SERIES MODELS: MONOGRAPH ON TIME SERIES ANALYSIS
- Autor
- .D, VENKATESAN; M, VIJAYAKUMAR.
- Editorial
- LAP LAMBERT Academic Publishing
- Año de publicación
- 2011
- Estado
- New
- Encuadernación
- Encuadernación de tapa blanda
- Idioma
- inglés
- ISBN 10
- 384431492X
- ISBN 13
- 9783844314922
- Peso del artículo
- 308 gramos
This monograph provides Bayesian inference for change point problems through Mixture model approach in Time series models viz., changes in mean of the time series with and without auto correlated errors, variance changes in the time series model and order changes in the time series models. MCMC technique is used to obtain the numerical solutions. The main aim of the numerical study is to illustrate the evaluation of the estimates of the parameters on the basis of the methodology developed in this monograph.
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Acerca del autor
Dr D.VENKATESAN,Associate Professor in Statistics,Annamalai University,India. He has published more than twenty five research papers and co-authored two books.He has been awarded CSIR,DST visiting, TNASCST YSF, UGC Visiting Associate and INSA fellowships and Visiting Fellowship by the University of Naples L-Orientale,Italy, in 2009.
Dr D.VENKATESAN,Associate Professor in Statistics,Annamalai University,India. He has published more than twenty five research papers and co-authored two books.He has been awarded CSIR,DST visiting, TNASCST YSF, UGC Visiting Associate and INSA fellowships and Visiting Fellowship by the University of Naples L-Orientale,Italy, in 2009.
Dr D.VENKATESAN,Associate Professor in Statistics,Annamalai University,India. He has published more than twenty five research papers and co-authored two books.He has been awarded CSIR,DST visiting, TNASCST YSF, UGC Visiting Associate and INSA fellowships and Visiting Fellowship by the University of Naples L-Orientale,Italy, in 2009.
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