The idea for this book came from the time the authors spent at the Statistics and Applied
Mathematical Sciences Institute (SAMSI) in Research Triangle Park in North Carolina starting in …

… of the most successful statistical modelling ideas that have … of complex real-world time
series, while the relatively simple … reasonably complete picture of statistical inference for HMMs…

This book has grown out of several courses that we have given over the years at Purdue
University, Michigan State University and the Indian Statistical Institute on Bayesian …

Figure 1.1 provides a prototype for the type of data that we shall consider. It shows the heights
of 10 girls measured at a set of 31 ages in the Berkeley Growth Study (Tuddenham and …

… Our awareness was reinforced by a series of seminars we gave while visiting the University
… A special thanks to our Springer editor, John Kimmel, who has gone to great lengths to help …

… and Safety Engineering and editor of Springer Series in Reliability Engineering and has
been conference chair and program chair of over 40 international conferences and workshops. …

… The efforts of the editor for this series, Martin Gilchrist, and the production staff at Springer–Verlag,
are very much appreciated, as are the comments of three anonymous referees. I am …

In addition to making a number of minor corrections and updating the references, we have
expanded the section on" real-time system identification" in Chapter 10 of the first edition into …

… He is a Fellow of the American Statistical Association and has made seminal contributions …
series. David won the 1989 American Statistical Association Award for Outstanding Statistical …

… or in part without written permission of the publisher Springer Science+Business Media, LLC,
… Photocomposed copy prepared from the authors' LaTeX files using Springer's svsing.sty …