Time series : modeling, computation, and inference / / by Raquel Prado and Mike West

• Autore: Prado Raquel
• Pubblicazione: Boca Raton, FL : , : Chapman and Hall/CRC, an imprint of Taylor and Francis, , [2010]; ©2011
• Edizione: 1st edition
• Descrizione fisica: 1 online resource (375 p.)
• Disciplina: 519.5/5
• Soggetto topico: Time-series analysis
• Soggetto genere / forma: Electronic books.
• Persona (resp. second.): WestMike
• Note generali: "A Chapman & Hall Book."
• Nota di bibliografia: Includes bibliographical references and indexes.
• Nota di contenuto: 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
• Sommario/riassunto: 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.
• Titolo autorizzato: Time series
• ISBN: 0-429-18481-6; 1-4398-8275-4
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910460466303321
• Lo trovi qui: Univ. Federico II
• Serie: Texts in statistical science.