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Bayesian Time Series Analysis by Mike West

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Link URL: http://www.isds.duke.edu/~mw/softwareetc.html
Link Details: Fortran/S-plus software for nonstationary time series analysis and autoregression component models and the BATS software for the book "Applied Bayesian Forecasting and Time Series Analysis".
Category: Top : Science : Math : Statistics : Bayesian_Analysis : Software
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Bayesian Time Series Analysis by Mike West