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Bretthorst G.L. Bayesian Spectrum Analysis and Parameter Estimation
Издательство Springer, 1988, -220 pp.

This work is essentially an extensive revision of my Ph.D. dissertation, [1]. It is primarily a research document on the application of probability theory to the parameter estimation problem. The people who will be interested in this material are physicists, economists, and engineers who have to deal with data on a daily basis; consequently, we have included a great deal of introductory and tutorial material. Any person with the equivalent of the mathematics background required for the graduate- level study of physics should be able to follow the material contained in this book, though not without effort.
From the time the dissertation was written until now (approximately one year) our understanding of the parameter estimation problem has changed extensively. We have tried to incorporate what we have leaed into this book.

Introduction
Single Stationary Sinusoid Plus Noise
The General Model Equation Plus Noise
Estimating the Parameters
Model Selection
Spectral Estimation
Applications
Summary and Conclusions
A Choosing a Prior Probability
B Improper Priors as Limits
C Removing Nuisance Parameters
D Uninformative Prior Probabilities
E Computing the Student t-Distribution"
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