Time Series Analysis for the State-Space Model with R/Stan / Junichiro Hagiwara |
Autore | Hagiwara, Junichiro |
Pubbl/distr/stampa | Singapore, : Springer, 2021 |
Descrizione fisica | xiii, 347 p. : ill. ; 24 cm |
Soggetto topico |
62-XX - Statistics [MSC 2020]
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62G10 - Nonparametric hypothesis testing [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] |
Soggetto non controllato |
Baysian Inference
Kalman Filter Particle filter State-Space Model Time Series Analysis |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0275529 |
Hagiwara, Junichiro | ||
Singapore, : Springer, 2021 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Time Series Analysis for the State-Space Model with R/Stan / Junichiro Hagiwara |
Autore | Hagiwara, Junichiro |
Pubbl/distr/stampa | Singapore, : Springer, 2021 |
Descrizione fisica | xiii, 347 p. : ill. ; 24 cm |
Soggetto topico |
62-XX - Statistics [MSC 2020]
62G10 - Nonparametric hypothesis testing [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] |
Soggetto non controllato |
Baysian Inference
Kalman Filter Particle filter State-Space Model Time Series Analysis |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN00275529 |
Hagiwara, Junichiro | ||
Singapore, : Springer, 2021 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|