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Dynamic Linear Models with R

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State space models have gained tremendous popularity in recent years in as disparate fields as engineering, economics, genetics and ecology. After a detailed introduction to general state space models, this book focuses on dynamic linear models, emphasizing their Bayesian analysis.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780387772370
  • Indbinding:
  • Paperback
  • Sideantal:
  • 252
  • Udgivet:
  • 2. juni 2009
  • Udgave:
  • 2009
  • Størrelse:
  • 155x232x20 mm.
  • Vægt:
  • 412 g.
  • 8-11 hverdage.
  • 6. december 2024
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State space models have gained tremendous popularity in recent years in as disparate fields as engineering, economics, genetics and ecology. After a detailed introduction to general state space models, this book focuses on dynamic linear models, emphasizing their Bayesian analysis.

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