Time Series Analysis for the State-Space Model with R/Stan (2021)Hardcover - 2021, 31 August 2021

Provides a comprehensive and concrete illustration for the state-space model
Covers whole solutions through a consistent Bayesian approach: the batch method by MCMC using Stan and sequential ones by Kalman/particle filter using R
Presents advanced topics such as real-time structural change detection with the horseshoe prior