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Dynamic Time Series Models using R-INLA
- An Applied Perspective
Engelsk Hardback
Dynamic Time Series Models using R-INLA
- An Applied Perspective
Engelsk Hardback

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Om denne bog

Dynamic Time Series Models using R-INLA: An Applied Perspective is the outcome of a joint effort to systematically describe the use of R-INLA for analysing time series and showcasing the code and description by several examples. This book introduces the underpinnings of R-INLA and the tools needed for modelling different types of time series using an approximate Bayesian framework.

The book is an ideal reference for statisticians and scientists who work with time series data. It provides an excellent resource for teaching a course on Bayesian analysis using state space models for time series.

Key Features:

  • Introduction and overview of R-INLA for time series analysis.
  • Gaussian and non-Gaussian state space models for time series.
  • State space models for time series with exogenous predictors.
  • Hierarchical models for a potentially large set of time series.
  • Dynamic modelling of stochastic volatility and spatio-temporal dependence.
Product detaljer
Sprog:
Engelsk
Sider:
282
ISBN-13:
9780367654276
Indbinding:
Hardback
Udgave:
ISBN-10:
036765427X
Udg. Dato:
10 aug 2022
Længde:
22mm
Bredde:
260mm
Højde:
182mm
Forlag:
Taylor & Francis Ltd
Oplagsdato:
10 aug 2022
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