LEADER 02742nam0 22005533i 450 001 VAN00274587 005 20240806101540.120 017 70$2N$a9783030761240 100 $a20240409d2021 |0itac50 ba 101 $aeng 102 $aCH 105 $a|||| ||||| 200 1 $aBayesian Inference of State Space Models$eKalman Filtering and Beyond$fKostas Triantafyllopoulos 210 $aCham$cSpringer$d2021 215 $axv, 495 p.$cill.$d24 cm 410 1$1001VAN00036791$12001 $aSpringer texts in statistics$1210 $aBerlin [etc.]$cSpringer$d1985- 606 $a62-XX$xStatistics [MSC 2020]$3VANC022998$2MF 606 $a62F15$xBayesian inference [MSC 2020]$3VANC024528$2MF 606 $a62M10$xTime series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020]$3VANC025079$2MF 606 $a62M20$xInference from stochastic processes and prediction; filtering [MSC 2020]$3VANC033691$2MF 606 $a62P05$xApplications of statistics to actuarial sciences and financial mathematics [MSC 2020]$3VANC030682$2MF 606 $a62P20$xApplications of statistics to economics [MSC 2020]$3VANC026444$2MF 606 $a62P30$xApplications of statistics in engineering and industry; control charts [MSC 2020]$3VANC030774$2MF 606 $a91B84$xEconomic time series analysis [MSC 2020]$3VANC030773$2MF 606 $a93E03$xStochastic systems in control theory (general) [MSC 2020]$3VANC031380$2MF 606 $a93E11$xFiltering in stochastic control theory [MSC 2020]$3VANC022653$2MF 610 $aBayesian estimation$9KW:K 610 $aBayesian forecasting$9KW:K 610 $aControl theory$9KW:K 610 $aDynamic models$9KW:K 610 $aFinancial Time Series$9KW:K 610 $aNon Gaussian time series$9KW:K 610 $aSequential Monte Carlo$9KW:K 610 $aState space in dynamic systems$9KW:K 610 $aState-space models$9KW:K 610 $aStochastic volatility$9KW:K 610 $aSystems stability$9KW:K 610 $aVolatility models$9KW:K 620 $aCH$dCham$3VANL001889 700 1$aTriantafyllopoulos$bKostas$3VANV227020$01029674 712 $aSpringer $3VANV108073$4650 801 $aIT$bSOL$c20241115$gRICA 856 4 $uhttps://doi.org/10.1007/978-3-030-76124-0$zE-book ? Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o Shibboleth 899 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$1IT-CE0120$2VAN08 912 $fN 912 $aVAN00274587 950 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08DLOAD e-book 8156 $e08eMF8156 20240412 996 $aBayesian Inference of State Space Models$92446201 997 $aUNICAMPANIA