Dynamic Linear Models with R

• Κύριοι συγγραφείς: Campagnoli, Patrizia (Συγγραφέας), Petrone, Sonia (Συγγραφέας), Petris, Giovanni (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer New York, 2009.
• Έκδοση: 1.
• Σειρά: Use R
• Θέματα: Statistics.; Statistical Theory and Methods.

State space models have gained tremendous popularity in recent years in as disparate fields as engineering, economics, genetics and ecology. After a detailed introduction to general state space models, this book focuses on dynamic linear models, emphasizing their Bayesian analysis. Whenever possible...

Πίνακας περιεχομένων:

• Introduction: basic notions about Bayesian inference
• Dynamic linear models
• Model specification
• Models with unknown parameters
• Sequential Monte Carlo methods.