{"product_id":"smoothness-priors-analysis-of-time-series-lecture-notes-in-statistics-116-0387948198-used","title":"Smoothness Priors Analysis of Time Series (Lecture Notes in Statistics, 116)","description":"\u003cp\u003e\u003cstrong\u003eISBN:\u003c\/strong\u003e 0387948198\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eAuthor:\u003c\/strong\u003e Kitagawa, Genshiro\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eCondition:\u003c\/strong\u003e Used\u003c\/p\u003e\u003cp\u003eSmoothness 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 hyperparameters permits the robust modeling of a time series with relatively complex structure and a very large number of implicitly inferred parameters. The critical statistical ideas in smoothness priors are the likelihood of the Bayesian model and the use of likelihood as a measure of the goodness of fit of the model. The emphasis is on a general state space approach in which the recursive conditional distributions for prediction, filtering, and smoothing are realized using a variety of nonstandard methods including numerical integration, a Gaussian mixture distribution-two filter smoothing formula, and a Monte Carlo \"particle-path tracing\" method in which the distributions are approximated by many realizations. The methods are applicable for modeling time series with complex structures.\u003c\/p\u003e","brand":"Mia Karts","offers":[{"title":"Default Title","offer_id":52340408811808,"sku":"USED0387948198","price":127.53,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0980\/7426\/3840\/files\/51Q5j7fiAKL_aad562bd-2f08-435a-8993-b4261f31d8d3.jpg?v=1789138789","url":"https:\/\/miakarts.com\/products\/smoothness-priors-analysis-of-time-series-lecture-notes-in-statistics-116-0387948198-used","provider":"Miakarts Books","version":"1.0","type":"link"}