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Time Series Analysis for the State-Space Model with R/Stan (2021)

by Time Series Analysis for the State-Space Model with R/Stan (2021)

$174.38

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Description

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

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Product Details

  • Springer Brand
  • Aug 31, 2021 Pub Date:
  • 9789811607103 ISBN-13:
  • 9811607109 ISBN-10:
  • English Language
  • 9.21 in * 0.81 in * 6.14 in Dimensions:
  • 2 lb Weight: