Bayesian Inference of State Space Models: Kalman Filtering and Beyond offers a comprehensive introduction to Bayesian estimation and forecasting for state space

Bayesian Inference of State Space Models: Kalman Filtering and Beyond offers a comprehensive introduction to Bayesian estimation and forecasting for state space

Bayesian Inference of State Space Models: Kalman Filtering and Beyond offers a comprehensive introduction to Bayesian estimation and forecasting for state space

This book provides a comprehensive and concrete illustration of time series analysis focusing on the state-space model, which has recently attracted increasing

State-space models as an important mathematical tool has been widely used in many different fields. This edited collection explores recent theoretical developme