Dynamic Time Series Models using R-INLA: An Applied Perspective

Dynamic Time Series Models using R-INLA: An Applied Perspective is the outcome of a joint effort to...
BD$276.99 BMD
BD$276.99 BMD
SKU: 9780367654276
Product Type: Books
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Author: Nalini Ravishanker
Format: Hardcover
Language: English
Subtotal: BD$276.99
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Dynamic Time Series Models using R-INLA: An Applied Perspective by Ravishanker, Nalini

Dynamic Time Series Models using R-INLA: An Applied Perspective

BD$276.99

Dynamic Time Series Models using R-INLA: An Applied Perspective

BD$276.99
Author: Nalini Ravishanker
Format: Hardcover
Language: English

Dynamic Time Series Models using R-INLA: An Applied Perspective is the outcome of a joint effort to systematically describe the use of R-INLA for analysing time series and showcasing the code and description by several examples. This book introduces the underpinnings of R-INLA and the tools needed for modelling different types of time series using an approximate Bayesian framework.

The book is an ideal reference for statisticians and scientists who work with time series data. It provides an excellent resource for teaching a course on Bayesian analysis using state space models for time series.

Key Features:

  • Introduction and overview of R-INLA for time series analysis.
  • Gaussian and non-Gaussian state space models for time series.
  • State space models for time series with exogenous predictors.
  • Hierarchical models for a potentially large set of time series.
  • Dynamic modelling of stochastic volatility and spatio-temporal dependence.


  • Author: Nalini Ravishanker, Balaji Raman, Refik Soyer
    Publisher: CRC Press
    Published: 08/10/2022
    Pages: 282
    Binding Type: Hardcover
    Weight: 1.62lbs
    Size: 10.00h x 7.00w x 0.69d
    ISBN: 9780367654276

    This title is not returnable

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