Time series analysis for the state-space model with R/Stan / / Junichiro Hagiwara
| Time series analysis for the state-space model with R/Stan / / Junichiro Hagiwara |
| Autore | Hagiwara Junichiro |
| Pubbl/distr/stampa | Singapore : , : Springer, , 2021 |
| Descrizione fisica | 1 online resource (350 pages) |
| Disciplina | 519.55 |
| Soggetto topico |
Time-series analysis
State-space methods R (Computer program language) Anàlisi de sèries temporals Mètodes de l'espai d'estat |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 981-16-0711-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-996466392103316 |
Hagiwara Junichiro
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| Singapore : , : Springer, , 2021 | ||
| Lo trovi qui: Univ. di Salerno | ||
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Time Series Analysis for the State-Space Model with R/Stan / / by Junichiro Hagiwara
| Time Series Analysis for the State-Space Model with R/Stan / / by Junichiro Hagiwara |
| Autore | Hagiwara Junichiro |
| Edizione | [1st ed. 2021.] |
| Pubbl/distr/stampa | Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2021 |
| Descrizione fisica | 1 online resource (350 pages) |
| Disciplina | 519.55 |
| Soggetto topico |
Statistics
Mathematical statistics - Data processing Econometrics Macroeconomics Applied Statistics Statistics and Computing Bayesian Inference Statistical Theory and Methods Quantitative Economics Macroeconomics and Monetary Economics |
| ISBN |
9789811607110
9811607117 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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. |
| Record Nr. | UNINA-9910495161903321 |
Hagiwara Junichiro
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| Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2021 | ||
| Lo trovi qui: Univ. Federico II | ||
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