Bayesian Inference for Stochastic Processes

"Readers with a good background in the two areas, probability theory and statistical inference, should be able to master the essential ideas of this book."~ Ludwig Paditz, Dresden

". . .All three important types of Bayesian inferences such are estimation, hypothesis testing and forecasting are considered and many examples are worked through using R and WinBUGS codes. . .  It will prove useful for students and scientists who want to learn about Bayesian analysis in stochastic processes." ~Miroslav M. Ristic, Stat Papers