{"product_id":"9780387948195","title":"Lecture Notes in Statistics","description":"\u003ch1\u003eLecture Notes in Statistics\u003c\/h1\u003e \u003ch2\u003eKitagawa, Genshiro; Gersch, Will\u003c\/h2\u003e \u003cp\u003e\u003cb\u003eSmoothness Priors Analysis of Time Series\u003c\/b\u003e 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 \u003ch3\u003eDetails\u003c\/h3\u003e \u003cp\u003ePublished by: Springer\u003c\/p\u003e \u003cp\u003ePublication Date: 1996-08-09\u003c\/p\u003e \u003cp\u003eFormat: Paperback\u003c\/p\u003e \u003cp\u003eISBN-13: 9780387948195\u003c\/p\u003e \u003cp\u003eDOI: 10.1007\/978-1-4612-0761-0\u003c\/p\u003e \u003cp\u003eDimensions: 235cm x155cm\u003c\/p\u003e \u003cp\u003ePages: 280\u003c\/p\u003e ","brand":"Springer New York","offers":[{"title":"Default Title","offer_id":45379034120332,"sku":"9780387948195","price":125.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9780387948195.jpg?v=1775730052","url":"https:\/\/fh90cf-fv.myshopify.com\/products\/9780387948195","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}