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Dynamic time series models using R-INLA : an applied perspective /

Bibliographic Details
Main Authors: Ravishanker, Nalini (Author), Raman, Balaji (Author), Soyer, Refik (Author)
Corporate Author: EBSCOhost
Format: eBook
Language:English
Published: Boca Raton : CRC Press, 2023.
Edition:First edition.
Subjects:
Time-series analysis.
Bayesian statistical decision theory.
R (Computer program language)
Laplace transformation.
Mathematical models.
Models, Theoretical
Série chronologique.
Théorie de la décision bayésienne.
R (Langage de programmation)
Transformation de Laplace.
Modèles mathématiques.
mathematical models.
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • Bayesian analysis
  • A review of INLA
  • Modeling univariate time series
  • More topics on DLMs with R-INLA
  • Modeling time series with exogenous predictors
  • Structural time series decomposition using R-INLA
  • Hierarchical DLM
  • INLA for multivariate dynamic models
  • Modeling binary time series
  • Modeling count time series
  • Modeling stochastic volatility
  • Comparison of R-INLA to other Bayesian alternatives
  • Resources for the user.