Time Series Analysis for the State-Space Model with R/Stan
Springer Nature B.V. · 2021-09-04
This book provides a comprehensive and concrete illustration of time series analysis focusing on the state-space model, which has recently attracted increasing attention in a broad range of fields. The major feature of the book lies in its consistent Bayesian treatment regarding whole combinations of batch and sequential solutions for linear Gaussian and general state-space models: MCMC and Kalman/particle filter. The reader is given insight on flexible modeling in modern time series analysis.
- ISBN
- 9789811607127
- 출판일
- 2021-09-04
- 출판사
- Springer Nature B.V.
