£95.63

Time Series Analysis for the State-Space Model with R/Stan

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£96 today · all-time low £93 (Oct 2025) · usually the usual

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£99.86 £92.12 £93.81 £95.50 £97.18 £98.87 £100.56 09 June 2024 25 October 2024 12 March 2025 28 July 2025 13 December 2025

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Description

This book provides a comprehensive and concrete illustration of time series analysis focusing on the state-space model, which has recently attracted increasing attention in a broad range of fields. The major feature of the book lies in its consistent Bayesian treatment regarding whole combinations of batch and sequential solutions for linear Gaussian and general state-space models: MCMC and Kalman/particle filter. The reader is given insight on flexible modeling in modern time series analysis. The main topics of the book deal with the state-space model, covering extensively, from introductory and exploratory methods to the latest advanced topics such as real-time structural change detection. Additionally, a practical exercise using R/Stan based on real data promotes understanding and enhances the reader’s analytical capability.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
31 August 2021
Listed Since
23 January 2021

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