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Time series : modeling, computation, and inference /
"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...
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| Format: | Printed Book |
| Language: | English |
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Boca Raton :
CRC Press,
c2010.
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| Series: | Texts in statistical science.
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Table of 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.