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

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

by Hagiwara, Junichiro
No customer reviews yet ISBN 9789811607134

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

Pub dateSep 1, 2022
ISBN-109811607133
ISBN-139789811607134
LanguageEnglish
Last updated 2026-09-12 17:05
$187.40
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