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612-822-4611
Time Series Analysis for the State-Space Model with R/Stan

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

Paperback

EconomicsApplicationsProbability & Statistics

ISBN10: 9811607133
ISBN13: 9789811607134
Publisher: Springer Nature
Published: Sep 1 2022
Pages: 347
Weight: 1.12
Height: 0.75 Width: 6.14 Depth: 9.21
Language: English
Provides a comprehensive and concrete illustration for the state-space model
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

Also from

Hagiwara, Junichiro

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Probability & Statistics