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  • Dynamic Linear Models with R by Giovanni Petris (English) Paperback Book

    • Item No : 157164480972
    • Condition : Brand New
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    • Seller : the_nile
    • Current Bid : US $117.78
    • * Item Description

    • By Giovanni Petris, Sonia Petrone, Patrizia Campagnoli. After a detailed introduction to general state space models, this book focuses on dynamic linear models, emphasizing their Bayesian analysis. Whenever possible it is shown how to compute estimates and forecasts in closed form; for more complex models, simulation techniques are used.
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