Dynamic Linear Models with R

DOI10.1007/b135794zbMath1176.62088OpenAlexW4234897765MaRDI QIDQ5322365

Patrizia Campagnoli, Sonia Petrone, Giovanni Petris

Publication date: 21 July 2009

Full work available at URL: https://doi.org/10.1007/b135794

Inference from stochastic processes and prediction (62M20) Software, source code, etc. for problems pertaining to statistics (62-04) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Numerical analysis or methods applied to Markov chains (65C40) Time series analysis of dynamical systems (37M10)

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