Bayesian Inference of State Space Models

DOI10.1007/978-3-030-76124-0zbMath1480.62003OpenAlexW3212822313MaRDI QIDQ5010040

Kostas Triantafyllopoulos

Publication date: 24 August 2021

Published in: Springer Texts in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-76124-0

zbMATH Keywords

Kalman filtertime series analysisstate space modelsBayesian inferenceMonte Carlo inferencedynamic systems

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Applications of statistics in engineering and industry; control charts (62P30) Filtering in stochastic control theory (93E11) Economic time series analysis (91B84) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Stochastic systems in control theory (general) (93E03)

Related Items (2)

Forecasting emergency department waiting time using a state space representation ⋮ BTSA

Uses Software

• R

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