| Autore: |
Triantafyllopoulos, Kostas
|
| Titolo: |
Bayesian Inference of State Space Models : Kalman Filtering and Beyond / Kostas Triantafyllopoulos
|
| Pubblicazione: |
Cham, : Springer, 2021 |
| Descrizione fisica: |
xv, 495 p. : ill. ; 24 cm |
| Soggetto topico: |
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] |
| Soggetto non controllato: |
Bayesian estimation |
| |
Bayesian forecasting |
| |
Control theory |
| |
Dynamic models |
| |
Financial Time Series |
| |
Non Gaussian time series |
| |
Sequential Monte Carlo |
| |
State space in dynamic systems |
| |
State-space models |
| |
Stochastic volatility |
| |
Systems stability |
| |
Volatility models |
| Titolo autorizzato: |
Bayesian Inference of State Space Models |
|
| Formato: |
Materiale a stampa  |
| Livello bibliografico |
Monografia |
| Lingua di pubblicazione: |
Inglese |
| Record Nr.: | VAN0274587 |
|
| Lo trovi qui: | Univ. Vanvitelli |
| Localizzazioni e accesso elettronico |
https://doi.org/10.1007/978-3-030-76124-0 |
| Opac: |
Controlla la disponibilità qui |
