Libro Time Series Analysis for the State-Space Model with R/Stan De Hagiwara, Junichiro

portada Time Series Analysis for the State-Space Model with R/Stan

Formato

Libro Físico

Autor

Junichiro Hagiwara

Editorial

Springer

Idioma

Inglés

N° páginas

347

Encuadernación

Tapa Blanda

Dimensiones

23.4 x 15.6 x 1.9 cm

Peso

0.51 kg.

ISBN13

9789811607134

Categorías

Econometría
Inferencia bayesiana
Software de matemáticas y estadísticas

Time Series Analysis for the State-Space Model with R/Stan

Junichiro Hagiwara (Autor) · Springer · Tapa Blanda

Sin Stock

Reseña del libro "Time Series Analysis for the State-Space Model with R/Stan"

Provides a comprehensive and concrete illustration for the state-space modelCovers whole solutions through a consistent Bayesian approach: the batch method by MCMC using Stan and sequential ones by Kalman/particle filter using RPresents advanced topics such as real-time structural change detection with the horseshoe prior