03503nam 22006975 450 991049516190332120250327111341.09789811607110981160711710.1007/978-981-16-0711-0(CKB)5600000000003516(MiAaPQ)EBC6715913(Au-PeEL)EBL6715913(PPN)257355294(DE-He213)978-981-16-0711-0(EXLCZ)99560000000000351620210830d2021 u| 0engurcnu||||||||txtrdacontentcrdamediacrrdacarrierTime Series Analysis for the State-Space Model with R/Stan /by Junichiro Hagiwara1st ed. 2021.Singapore :Springer Nature Singapore :Imprint: Springer,2021.1 online resource (350 pages)9789811607103 9811607109 Introduction -- Fundamental of probability and statistics -- Fundamentals of handling time series data with R -- Quick tour of time series analysis -- State-space model -- State estimation in the state-space model -- Batch solution for linear Gaussian state-space model -- Sequential solution for linear Gaussian state-space model -- Introduction and analysis examples of a well-known component model -- Batch solution for general state-space model -- Sequential solution for general state-space model -- Example of applied analysis in general state-space model.This book provides a comprehensive and concrete illustration of time series analysis focusing on the state-space model, which has recently attracted increasing attention in a broad range of fields. The major feature of the book lies in its consistent Bayesian treatment regarding whole combinations of batch and sequential solutions for linear Gaussian and general state-space models: MCMC and Kalman/particle filter. The reader is given insight on flexible modeling in modern time series analysis. The main topics of the book deal with the state-space model, covering extensively, from introductory and exploratory methods to the latest advanced topics such as real-time structural change detection. Additionally, a practical exercise using R/Stan based on real data promotes understanding and enhances the reader’s analytical capability. .StatisticsMathematical statisticsData processingStatisticsEconometricsMacroeconomicsApplied StatisticsStatistics and ComputingBayesian InferenceStatistical Theory and MethodsQuantitative EconomicsMacroeconomics and Monetary EconomicsStatistics.Mathematical statisticsData processing.Statistics.Econometrics.Macroeconomics.Applied Statistics.Statistics and Computing.Bayesian Inference.Statistical Theory and Methods.Quantitative Economics.Macroeconomics and Monetary Economics.519.55Hagiwara Junichiro908140MiAaPQMiAaPQMiAaPQBOOK9910495161903321Time Series Analysis for the State-Space Model with R2031341UNINA