Dynamic Linear Models with R
State space models have gained tremendous popularity in recent years in as disparate fields as engineering, economics, genetics and ecology. After a detailed introduction to general state space models, this book focuses on dynamic linear models, emphasizing their Bayesian analysis. Whenever possible...
| Main Authors: | , , |
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| Corporate Author: | |
| Format: | Electronic |
| Language: | English |
| Published: |
New York, NY :
Springer New York,
2009.
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| Edition: | 1. |
| Series: | Use R
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| Subjects: | |
| Online Access: | https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/b135794 |