Time series: modeling, computation and inference/

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"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 ser...

Полное описание

Библиографические подробности
Главный автор: Prado, Raquel
Другие авторы: West, Mike
Формат: Printed Book
Опубликовано: Boca Raton: CRC Press, 2010.
Серии:Chapman & Hall/CRC texts in statistical science series
Предметы:
Time-series analysis > Textbooks.
Online-ссылка:https://books.google.co.in/books?id=QA7SBQAAQBAJ&printsec=frontcover&dq=time+series+modeling+computation+and+inference&hl=en&sa=X&ved=0ahUKEwi_gqqmocPZAhXFr48KHfMoA8gQ6AEILzAB#v=onepage&q=time%20series%20modeling%20computation%20and%20inference&f=false
Оглавление:
  • 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.

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