Bayesian Inference of State Space Models : Kalman Filtering and Beyond / Kostas Triantafyllopoulos

• Record Nr.: UNICAMPANIAVAN0274587
• Autore: Triantafyllopoulos, Kostas
• Pubbl/distr/stampa: Cham, : Springer, 2021
• Descrizione fisica: xv, 495 p. : ill. ; 24 cm
• Soggetti: 93E11 - Filtering in stochastic control theory [MSC 2020]; 62-XX - Statistics [MSC 2020]; 62F15 - Bayesian inference [MSC 2020]; 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020]; 62P20 - Applications of statistics to economics [MSC 2020]; 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020]; 91B84 - Economic time series analysis [MSC 2020]; 62P30 - Applications of statistics in engineering and industry; control charts [MSC 2020]; 93E03 - Stochastic systems in control theory (general) [MSC 2020]; 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020]
• Lingua di pubblicazione: Inglese
• Formato: Materiale a stampa
• Livello bibliografico: Monografia