Description: Dynamic Linear Models With R, Paperback by Petris, Giovanni; Petrone, Sonia; Campagnoli, Patrizia, ISBN 0387772375, ISBN-13 9780387772370, Brand New, Free shipping in the US
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. Whenever possible it is shown how to compute estimates and forecasts in closed form; for more complex models, simulation techniques are used. A final chapter covers modern sequential Monte Carlo algorithms.
Th illustrates all the fundamental steps needed to use dynamic linear models in practice, using R. Many detailed examples based on real data sets are provided to show how to set up a specific model, estimate its parameters, and use it for forecasting. All the code used in th is available online.
No prior knowledge of Bayesian statistics or time series analysis is required, although familiarity with basic statistics and R is assumed.
Price: 123.3 USD
Location: Jessup, Maryland
End Time: 2024-12-23T17:23:39.000Z
Shipping Cost: 0 USD
Product Images
Item Specifics
Return shipping will be paid by: Buyer
All returns accepted: Returns Accepted
Item must be returned within: 14 Days
Refund will be given as: Money Back
Return policy details:
Book Title: Dynamic Linear Models With R
Number of Pages: Xiii, 252 Pages
Publication Name: Dynamic Linear Models with R
Language: English
Publisher: Springer New York
Subject: Probability & Statistics / Stochastic Processes, Probability & Statistics / General, Probability & Statistics / Bayesian Analysis
Publication Year: 2009
Item Weight: 29.6 Oz
Type: Textbook
Subject Area: Mathematics
Item Length: 9.3 in
Author: Sonia Petrone, Patrizia Campagnoli, Giovanni Petris
Series: Use R! Ser.
Item Width: 6.1 in
Format: Trade Paperback
