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portada Time Series Analysis for the State-Space Model with R/Stan
Type
Physical Book
Author
Publisher
Language
English
Pages
347
Format
Paperback
Dimensions
23.4x15.6x1.9 cm
Weight
0.51 kg.
ISBN13
9789811607134
Categories

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

Junichiro Hagiwara (Author) · Springer · Paperback

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

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Synopsis "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

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