The task of assessing posterior distributions from noisy empirical data imposes difficult requirements of modelling, computing and assessing sensitivity to model choice. Seasonal analysis of economic time series is used to illustrate ways of approaching such difficulties.
@article{urn:eudml:doc:40825, title = {Bayesian inference in applied statistics.}, journal = {Trabajos de Estad\'\i stica e Investigaci\'on Operativa}, volume = {31}, year = {1980}, pages = {266-279}, language = {en}, url = {http://dml.mathdoc.fr/item/urn:eudml:doc:40825} }
Dempster, Arthur P. Bayesian inference in applied statistics.. Trabajos de Estadística e Investigación Operativa, Tome 31 (1980) pp. 266-279. http://gdmltest.u-ga.fr/item/urn:eudml:doc:40825/