02863oam 2200601I 450 991046046630332120200520144314.00-429-18481-61-4398-8275-410.1201/9781439882757 (CKB)3710000000391598(EBL)1648265(SSID)ssj0001460159(PQKBManifestationID)12590141(PQKBTitleCode)TC0001460159(PQKBWorkID)11465645(PQKB)10003536(MiAaPQ)EBC1648265(CaSebORM)9781439882757(Au-PeEL)EBL1648265(CaPaEBR)ebr11167511(OCoLC)908079346(EXLCZ)99371000000039159820180706h20102011 uy 0engur|n|---|||||txtccrTime series modeling, computation, and inference /by Raquel Prado and Mike West1st editionBoca Raton, FL :Chapman and Hall/CRC, an imprint of Taylor and Francis,[2010].©20111 online resource (375 p.)Chapman & Hall/CRC texts in Statistical Science Series"A Chapman & Hall Book."1-4200-9336-3 Includes bibliographical references and indexes.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 coverFocusing 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.Texts in statistical science.Time-series analysisTextbooksElectronic books.Time-series analysis519.5/5Prado Raquel614671West MikeFlBoTFGFlBoTFGBOOK9910460466303321Time series2066114UNINA