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Record Nr. |
UNINA9910460466303321 |
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Autore |
Prado Raquel |
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Titolo |
Time series : modeling, computation, and inference / / by Raquel Prado and Mike West |
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Pubbl/distr/stampa |
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Boca Raton, FL : , : Chapman and Hall/CRC, an imprint of Taylor and Francis, , [2010] |
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©2011 |
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ISBN |
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0-429-18481-6 |
1-4398-8275-4 |
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Edizione |
[1st edition] |
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Descrizione fisica |
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1 online resource (375 p.) |
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Collana |
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Chapman & Hall/CRC texts in Statistical Science Series |
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Disciplina |
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Soggetti |
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Time-series analysis |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Nota di bibliografia |
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Includes bibliographical references and indexes. |
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Nota di contenuto |
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Front cover; Contents; Preface; Chapter 1: Notation, definitions, and basic inference; Chapter 2: Traditional time domain models; Chapter 3: The frequency domain; Chapter 4: Dynamic linear models; Chapter 5: State-space TVAR models; Chapter 6: General state-space models andsequential Monte Carlo methods; Chapter 7: Mixture models in time series; Chapter 8: Topics and examples in multipletime series; Chapter 9: Vector AR and ARMA models; Chapter 10: Multivariate DLMs and covariance models; Bibliography; Author Index; Subject Index; Back cover |
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Sommario/riassunto |
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Focusing on Bayesian approaches and computations using 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 references to state-of-the-art approaches to univariate and multivariate time series analysis, and emerging topics at research frontiers. |
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