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  • Kalman Filtering and Beyond
    Kostas Triantafyllopoulos
    978-3-030-76124-0
    2021
    Edition 1
    • Provides a comprehensive account of linear and non-linear state space modelling, including R
    • Discusses in detail the applications to financial time series, dynamic systems, and control
    • Reviews simulation-based Bayesian inference, such as Markov chain Monte Carlo and sequential Monte Carlo methods
    • Demonstrates how state space modelling can be applied using R

    €419

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