Time Series Analysis for the State-Space Model with R/Stan /

This book provides a comprehensive and concrete illustration of time series analysis focusing on the state-space model, which has recently attracted increasing attention in a broad range of fields. The major feature of the book lies in its consistent Bayesian treatment regarding whole combinations o...

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Bibliographic Details

Main Author:	Hagiwara, Junichiro (Author)
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Singapore : Springer Singapore : Imprint: Springer, 2021.
Edition:	1st ed. 2021.
Subjects:	Statistics . Econometrics. Macroeconomics. Applied Statistics. Statistics and Computing/Statistics Programs. Bayesian Inference. Statistical Theory and Methods. Macroeconomics/Monetary Economics//Financial Economics. Electronic books.
Online Access:	Connect to the full text of this electronic book