Dynamic time series models using R-INLA. An applied perspective

DOI10.1201/9781003134039zbMATH Open1499.62006OpenAlexW4285094316MaRDI QIDQ5095302FDOQ5095302

Authors: Nalini Ravishanker, Balaji Raman, Refik Soyer 

Publication date: 8 August 2022

Full work available at URL: https://doi.org/10.1201/9781003134039

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Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Software, source code, etc. for problems pertaining to statistics (62-04) Applications of statistics to actuarial sciences and financial mathematics (62P05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

Cited In (1)

• Time series analysis for the state-space model with R/Stan

Uses Software

• R
• R-INLA

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