Dynamic time series models using R-INLA : an applied perspective /: an applied perspective. (2022)

• Record Type: Book
• Further Information: Note: Nalini Ravishanker, Balaji Raman, Refik Soyer.
• Authors: Ravishanker, Nalini; Raman, Balaji; Soyer, Refik
• Contents: Preface. 1. Bayesian Analysis. 2. A Review of INLA. 3. Modeling Univariate Time Series. 4. More Topics on DLMs with R-INLA. 5. Modeling Time Series with Exogenous Predictors. 6. Structural Time Series Decomposition using R-INLA. 7. Hierarchical DLM. 8. INLA for Multivariate Dynamic Models. 9. Modeling Binary Time Series. 10. Modeling Count Time Series. 11. Modeling Stochastic Volatility. 12. Comparison of R-INLA to Other Bayesian Alternatives. 13. Resources for the User.
• Edition: 1st
• Publisher Details: Boca Raton : Chapman & Hall/CRC
• Publication Date: 2022
• Extent: 1 online resource, illustrations (black and white, and colour)
• Subjects: 519.5502855133; Time-series analysis; Bayesian statistical decision theory; R (Computer program language)
• Languages: English
• ISBNs: 9781000622874; 9781000622607; 9781003134039
• Related ISBNs: 9780367654276
• Notes: Note: Description based on CIP data; resource not viewed.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.