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

This book is the first systematic treatment of Bayesian nonparametric methods and the theory behind them. It will also appeal to statisticians in general. The b

Now in its third edition, this classic book is widely considered the leading text on Bayesian methods, lauded for its accessible, practical approach to analyzin

Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research a

This unique book provides an overview of continuous time modeling in the behavioral and related sciences. It argues that the use of discrete time models for pro