Bayesian Analysis of Stochastic Process Models

Bayesian Analysis of Stochastic Process Models
Author :
Publisher : John Wiley & Sons
Total Pages : 315
Release :
ISBN-10 : 9781118304037
ISBN-13 : 1118304039
Rating : 4/5 (37 Downloads)

Book Synopsis Bayesian Analysis of Stochastic Process Models by : David Insua

Download or read book Bayesian Analysis of Stochastic Process Models written by David Insua and published by John Wiley & Sons. This book was released on 2012-04-02 with total page 315 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bayesian analysis of complex models based on stochastic processes has in recent years become a growing area. This book provides a unified treatment of Bayesian analysis of models based on stochastic processes, covering the main classes of stochastic processing including modeling, computational, inference, forecasting, decision making and important applied models. Key features: Explores Bayesian analysis of models based on stochastic processes, providing a unified treatment. Provides a thorough introduction for research students. Computational tools to deal with complex problems are illustrated along with real life case studies Looks at inference, prediction and decision making. Researchers, graduate and advanced undergraduate students interested in stochastic processes in fields such as statistics, operations research (OR), engineering, finance, economics, computer science and Bayesian analysis will benefit from reading this book. With numerous applications included, practitioners of OR, stochastic modelling and applied statistics will also find this book useful.


Bayesian Analysis of Stochastic Process Models Related Books

Bayesian Analysis of Stochastic Process Models
Language: en
Pages: 315
Authors: David Insua
Categories: Mathematics
Type: BOOK - Published: 2012-05-07 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

Bayesian analysis of complex models based on stochastic processes has in recent years become a growing area. This book provides a unified treatment of Bayesian
Bayesian Risk Management
Language: en
Pages: 228
Authors: Matt Sekerke
Categories: Business & Economics
Type: BOOK - Published: 2015-09-15 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

A risk measurement and management framework that takes model risk seriously Most financial risk models assume the future will look like the past, but effective
Financial Risk Management with Bayesian Estimation of GARCH Models
Language: en
Pages: 206
Authors: David Ardia
Categories: Business & Economics
Type: BOOK - Published: 2008-05-08 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

This book presents in detail methodologies for the Bayesian estimation of sing- regime and regime-switching GARCH models. These models are widespread and essent
Model Risk In Financial Markets: From Financial Engineering To Risk Management
Language: en
Pages: 382
Authors: Radu Sebastian Tunaru
Categories: Business & Economics
Type: BOOK - Published: 2015-06-08 - Publisher: World Scientific

DOWNLOAD EBOOK

The financial systems in most developed countries today build up a large amount of model risk on a daily basis. However, this is not particularly visible as the
Applied Bayesian Modelling
Language: en
Pages: 464
Authors: Peter Congdon
Categories: Mathematics
Type: BOOK - Published: 2014-05-23 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

This book provides an accessible approach to Bayesian computing and data analysis, with an emphasis on the interpretation of real data sets. Following in the tr