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Smoothness priors analysis of time series

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Smoothness priors analysis of time series

Author / Creator: Kitagawa, G. (Genshiro), 1948-
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Creator: Genshiro Kitagawa, Will Gersch
Format: Books
Language: English
Contributors: Gersch, Will
Series: Lecture notes in statistics (Springer-Verlag) ; v. 116
Physical Details: x, 261 pages : illustrations ; 24 cm
ISBNs: 0387948198, 9781461207610, 9780387948195, 1461207614
OCLC: ocm34772268

Includes bibliographical references (pages 231-251) and indexes.

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Time-series analysis.

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Smoothness priors analysis of time series

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