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Dynamic Time Series Models using R-INLA: An Applied Perspective - Tapa dura

Ravishanker, Nalini; Raman, Balaji; Soyer, Refik

 
9780367654276: Dynamic Time Series Models using R-INLA: An Applied Perspective
Tapa dura
ISBN 10: 036765427X ISBN 13: 9780367654276
Editorial: Chapman and Hall/CRC, 2022

Sinopsis

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.

"Sinopsis" puede pertenecer a otra edición de este libro.

Acerca del autor

Nalini Ravishanker is a professor in the Department of Statistics at the University of Connecticut, Storrs, USA.

Balaji Raman is a statistician at Cogitaas AVA, Mumbai, India.

Refik Soyer is a professor in the Department of Decision Sciences at The George Washington University, Washington D.C., USA.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Chapman and Hall/CRC
Año de publicación
2022
Idioma
Inglés
ISBN 10 
036765427X
ISBN 13 
9780367654276
Encuadernación
Tapa dura
Número de edición
1
Número de páginas
282
Contacto del fabricante
Taylor and Francis, GPSR Taylor and Francis
gpsr@taylorandfrancis.com

Taylor & Francis Verlag GmbH, Kaufingerstraße 24
München
80331
Alemania