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Time Series Analysis for the State-Space Model with R/Stan
Hardcover
EconomicsApplicationsProbability & Statistics
ISBN13: 9789811607103
Publisher: Springer Nature
Published: Aug 31 2021
Pages: 347
Weight: 1.51
Height: 0.81 Width: 6.14 Depth: 9.21
Language: English
Covers whole solutions through a consistent Bayesian approach: the batch method by MCMC using Stan and sequential ones by Kalman/particle filter using R
Presents advanced topics such as real-time structural change detection with the horseshoe prior
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