Mike West, Duke University  

Mike West
The Arts & Sciences Distinguished Professor of Statistics & Decision Sciences
Department of Statistical Science, Duke University

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BEST Award
Stat@Duke

Applied Bayesian Forecasting and Time Series Analysis
& BATS software

Andy Pole, Mike West and Jeff Harrison


Note that we use some basic TeX notation, e.g., "X_t" is "X" subscripted "t", and so forth


CHAPTER 3

  • p61, line 6
    In the expression for B_t the term R_{t-1}^*\phi^{-1} should be (R_{t+1}^*\phi^{-1})^{-1}