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Time series : modeling, computation, and inference

Author: Raquel Prado; Mike West
Publisher: Boca Raton : CRC Press, ©2010.
Series: Texts in statistical science.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:
"Focusing on Bayesian approaches and computations using up-to-date simulation-based methods for inference, Time Series: Modeling, Computation, and Inference integrates mainstream approaches for time series modeling with significant recent developments in methodology and applications of time series analysis. It encompasses a graduate-level account of Bayesian time series modeling and analysis, a broad range of  Read more...
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Genre/Form: Textbooks
Document Type: Book
All Authors / Contributors: Raquel Prado; Mike West
ISBN: 1420093363 9781420093360
OCLC Number: 370354354
Notes: "A Chapman & Hall book."
Description: xx, 353 pages : illustrations ; 25 cm.
Contents: Notation, definitions, and basic inference --
Traditional time domain models --
The frequency domain --
Dynamic linear models --
State-space TVAR models --
SMC methods for state-space models --
Mixture models in time series --
Topics and examples in multiple time series --
Vector AR and ARMA models --
Multivariate DLMs and covariance models.
Series Title: Texts in statistical science.
Responsibility: Raquel Prado, Mike West.

Abstract:

Focusing on Bayesian approaches and computations using the simulation-based methods, this book integrates mainstream approaches for time series modeling with the developments in methodology and  Read more...

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The authors systematically develop a state-of-the-art analysis and modeling of time series. ... this book is well organized and well written. The authors present various statistical models for Read more...

 
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