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

Junichiro Hagiwara ()
Additional contact information
Junichiro Hagiwara: Hokkaido University, Graduate School / Faculty of Information Science and Technology

in Springer Books from Springer

Date: 2021
ISBN: 978-981-16-0711-0
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Chapters in this book:

Ch Chapter 1 Introduction

Junichiro Hagiwara

Ch Chapter 10 Batch Solution for General State-Space Model

Junichiro Hagiwara

Ch Chapter 11 Sequential Solution for General State-Space Model

Junichiro Hagiwara

Ch Chapter 12 Example of Applied Analysis in General State-Space Model

Junichiro Hagiwara

Ch Chapter 2 Fundamentals of Probability and Statistics

Junichiro Hagiwara

Ch Chapter 3 Fundamentals of Handling Time Series Data with R

Junichiro Hagiwara

Ch Chapter 4 Quick Tour of Time Series Analysis

Junichiro Hagiwara

Ch Chapter 5 State-Space Model

Junichiro Hagiwara

Ch Chapter 6 State Estimation in the State-Space Model

Junichiro Hagiwara

Ch Chapter 7 Batch Solution for Linear Gaussian State-Space Model

Junichiro Hagiwara

Ch Chapter 8 Sequential Solution for Linear Gaussian State-Space Model

Junichiro Hagiwara

Ch Chapter 9 Introduction and Analysis Examples of a Well-Known Component Model in the Linear Gaussian State-Space Model

Junichiro Hagiwara

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprbok:978-981-16-0711-0

Ordering information: This item can be ordered from
http://www.springer.com/9789811607110

DOI: 10.1007/978-981-16-0711-0

Access Statistics for this book

More books in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().