LIBROS DEL AUTOR: will gersch

1 resultados para LIBROS DEL AUTOR: will gersch

  • Smoothness Priors Analysis of Time Series
    G. Kitagawa / Genshiro Kitagawa / Will Gersch
    Smoothness Priors Analysis of Time Series addresses some of the problems of modeling stationary and nonstationary time series primarily from a Bayesian stochastic regression 'smoothness priors' state space point of view. Prior distributions on model coefficients are parametrized by hyperparameters. Maximizing the likelihood of a small number of hyperp...
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    170,86 €