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Emerald Group Publishing Limited
Copyright © 2009, Emerald Group Publishing Limited
Dynamic Linear Models with R
Article Type: Book reports From: Kybernetes, Volume 38, Issue 6
G. Petris, S. Petrone and P. Campagnoli,Springer,2008,pp. i-xii and 252,ISBN 978-0-387-7723-7-0,£42.99 or €46.20 (check with Springer.com (soft cover))
The authors are from University of Arkansas, USA, Università Bocconi, Milan, Italy, and Università de Milano-Bicocca, Milan, Italy.
This book is concerned with simple dynamic linear models (DLMs). Its aim is to provide readers with a “solid understanding”, the authors claim, of the DLMs and also of the computational tools required to use them. To do this, the book has been divided into sections that cover:
dynamic linear models;.
models and examples of the – Part I;.
models and examples – Part II with a discussion of unknown parameters; and.
some topics of note..
More details of the text can be obtained at: www.springer.com