{"product_id":"variance-estimation-for-bayesian-dynamic-linear-models-von-kostas-triantafyllopoulos","title":"Variance Estimation for Bayesian Dynamic Linear Models","description":"\u003cp\u003eTime series modelling and in particular multivariate  time series have received considerable attention in  the literature over the past 20 years. Time series  data are met in almost all subject areas, such as in  economics, engineering, medicine and genetics, to  name but a few. One of the key problems of  multivariate time series analysis is the estimation  of the covariance matrix of the data, as this holds  important information of the co-evolution and  correlation of the component time series data of  interest. The aim of this book is to provide an  account of the recent developments on this subject  area and subsequently to develop methodology for  tackling the problem of variance estimation in time  series. The book introduces the basic modelling  framework for state space time series models and then  it provides estimation algorithms, within the  Bayesian paradigm, for several classes of models. The  book is aimed at both masters\/Ph.D. students in a  numerate discipline (such as statistics, mathematics,  economics, engineering, computer science, and  physics) and postdoctoral researchers interested in  time series methods.\u003c\/p\u003e\u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9783843370639\"\u003e\u003ch3\u003eInference for Multivariate State Space Models\u003c\/h3\u003e\u003c\/div\u003e","brand":"Autorenwelt Shop","offers":[{"title":"Softcover - 9783843370639","offer_id":39497107898461,"sku":"9783843370639","price":68.0,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0940\/0622\/files\/27246302-82a0-4a51-9e2a-aed9dd3b40ad.jpg?v=1774683245","url":"https:\/\/shop.autorenwelt.de\/products\/variance-estimation-for-bayesian-dynamic-linear-models-von-kostas-triantafyllopoulos","provider":"Autorenwelt Shop","version":"1.0","type":"link"}