Dynamic Linear Models with R

• Main Authors: Campagnoli, Patrizia (Author), Petrone, Sonia (Author), Petris, Giovanni (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 2009.
• Edition: 1.
• Series: Use R
• Subjects: 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...

Table of Contents:

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