Time Series Analysis for the State-Space Model with R/Stan
Livre Ecrit par: Hagiwara, Junichiro ; Publié en: 2021
Edition:
Singapore:
Springer
Langue:
Anglais
Collation:
1 Vol. (XIII, 347 p.) ill.
ISBN: 9789811607110
Thème
Mathématiques
Mots clés:
Time Series Analysis
State-Space Model
Kalman Filter
Particle Filter
Baysian Inference