State Space Models
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State-space models as an important mathematical tool has been widely used in many different fields. This edited collection explores recent theoretical developme
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This book provides a comprehensive and concrete illustration of time series analysis focusing on the state-space model, which has recently attracted increasing
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Bayesian Inference of State Space Models: Kalman Filtering and Beyond offers a comprehensive introduction to Bayesian estimation and forecasting for state space
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model's predictive capability? These are some of the questions that need to be answered in proposing any time series model construction method. This book addres
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