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Applications of Bayesian smoothing splines

Sally Wood

in Bayesian Theory and Applications

Published in print:
2013
Published Online:
May 2013
ISBN:
9780199695607
eISBN:
9780191744167
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199695607.003.0016
Subject:
Mathematics, Probability / Statistics

This chapter shows how Bayesian smoothing splines together with data augmentation techniques can be used to address several important practical problems. It begins with a brief introduction to ... More


Linear state space models

J. Durbin and S.J. Koopman

in Time Series Analysis by State Space Methods: Second Edition

Published in print:
2012
Published Online:
December 2013
ISBN:
9780199641178
eISBN:
9780191774881
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199641178.003.0003
Subject:
Mathematics, Probability / Statistics

This chapter shows how structural time series models can be put into state space form. It puts Box-Jenkins ARIMA models into state space form, thus demonstrating that these models are special cases ... More


Illustrations of the use of the linear model

J. Durbin and S.J. Koopman

in Time Series Analysis by State Space Methods: Second Edition

Published in print:
2012
Published Online:
December 2013
ISBN:
9780199641178
eISBN:
9780191774881
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199641178.003.0008
Subject:
Mathematics, Probability / Statistics

This chapter discusses examples which show how the use of the linear model works in practice. The first example is an analysis of road accident data to estimate the reduction in car drivers killed ... More


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