By Insua D.R., Ruggeri F., Wiper M.P.
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Additional info for Bayesian analysis of stochastic process models
We have placed emphasis in computational and decision analytic aspects that are key in applied settings for stochastic processes and focus our book. There is now quite a large literature on Bayesian analysis that details the material presented here. One of the early works on conjugate Bayesian inference is Box and Tiao (1973). More modern approaches emphasizing the inferential aspects of the Bayesian approach are, for example, Gelman et al. (2003), Lee (2004), or Carlin and Louis (2008). Statistical decision theory is well described in, for example, Berger (1985), Robert (1994), Bernardo and Smith (1994), and French and R´ıos Insua (2000) and decision analytic aspects are covered in, for example, Clemen and Reilly (2004).
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