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

DOI10.1201/9781003134039MaRDI QIDQ5095302zbMATH OpenOpenAlexFDO

Authors Nalini Ravishanker, Balaji Raman, Refik Soyer

Publication date 8 August 2022

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

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)

Recommendations

• Time series analysis for the state-space model with R/Stan
• Time series. Modeling, computation, and inference.
• Dynamic Linear Models with R
• Bayesian Analysis of Time Series
• Introduction to time series modeling with applications in R

Cited in

(1)

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

Describes a project that uses

Uses Software

• R-INLA
• R

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