Over 10 mio. titler Fri fragt ved køb over 499,- Hurtig levering Forlænget returret til 31/01/25
Sidst søgt på
    Studiebog
    Bayesian Inference of State Space Models

    Bayesian Inference of State Space Models

    - Kalman Filtering and Beyond (2021)

    Af
    Bog E-bog
    • Format
    • Bog, hardback
    • Engelsk

    Beskrivelse

    1 State Space Models.- 2 Matrix Algebra, Probability and Statistics.- 3 The Kalman Filter.- 4 Model Specification and Model Performance.- 5 Multivariate State Space Models.- 6 Non-linear and non-Gaussian State Space Models.- 7 The State Space Model in Finance.- 8 Dynamic Systems and Control.- References.- Index.

    Læs hele beskrivelsen
    Detaljer
    Størrelse og vægt
  • Vægt928 g
  • Dybde3,3 cm
    • coffee cup img
    10 cm
    book img
    16 cm
    24,1 cm

    Findes i disse kategorier...

    Se andre, der handler om...

    Control theory State-space models Dynamic models Stochastic volatility Sequential Monte Carlo Financial time series Bayesian Estimation Volatility Models Bayesianforecasting NonGaussiantimeseries Statespaceindynamicsystems Systemsstability
    Machine Name: SAXO083