02732nam0 22005533i 450 VAN027458720240516111310.224N978303076124020240409d2021 |0itac50 baengCH|||| |||||Bayesian Inference of State Space ModelsKalman Filtering and BeyondKostas TriantafyllopoulosChamSpringer2021xv, 495 p.ill.24 cm001VAN00367912001 Springer texts in statistics210 Berlin [etc.]Springer93E11Filtering in stochastic control theory [MSC 2020]VANC022653MF62-XXStatistics [MSC 2020]VANC022998MF62F15Bayesian inference [MSC 2020]VANC024528MF62M10Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020]VANC025079MF62P20Applications of statistics to economics [MSC 2020]VANC026444MF62P05Applications of statistics to actuarial sciences and financial mathematics [MSC 2020]VANC030682MF91B84Economic time series analysis [MSC 2020]VANC030773MF62P30Applications of statistics in engineering and industry; control charts [MSC 2020]VANC030774MF93E03Stochastic systems in control theory (general) [MSC 2020]VANC031380MF62M20Inference from stochastic processes and prediction; filtering [MSC 2020]VANC033691MFBayesian estimationKW:KBayesian forecastingKW:KControl theoryKW:KDynamic modelsKW:KFinancial Time SeriesKW:KNon Gaussian time seriesKW:KSequential Monte CarloKW:KState space in dynamic systemsKW:KState-space modelsKW:KStochastic volatilityKW:KSystems stabilityKW:KVolatility modelsKW:KCHChamVANL001889TriantafyllopoulosKostasVANV2270201029674Springer <editore>VANV108073650ITSOL20240614RICAhttps://doi.org/10.1007/978-3-030-76124-0E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN0274587BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 8156 08eMF8156 20240412 Bayesian Inference of State Space Models2446201UNICAMPANIA