Time series : modeling, computation, and inference / / by Raquel Prado and Mike West
| Time series : modeling, computation, and inference / / by Raquel Prado and Mike West |
| Autore | Prado Raquel |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Boca Raton, FL : , : Chapman and Hall/CRC, an imprint of Taylor and Francis, , [2010] |
| Descrizione fisica | 1 online resource (375 p.) |
| Disciplina | 519.5/5 |
| Collana | Chapman & Hall/CRC texts in Statistical Science Series |
| Soggetto topico | Time-series analysis |
| Soggetto genere / forma | Electronic books. |
| ISBN |
0-429-18481-6
1-4398-8275-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| 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 |
| Record Nr. | UNINA-9910460466303321 |
Prado Raquel
|
||
| Boca Raton, FL : , : Chapman and Hall/CRC, an imprint of Taylor and Francis, , [2010] | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Time series : modeling, computation, and inference / / by Raquel Prado and Mike West
| Time series : modeling, computation, and inference / / by Raquel Prado and Mike West |
| Autore | Prado Raquel |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Boca Raton, FL : , : Chapman and Hall/CRC, an imprint of Taylor and Francis, , [2010] |
| Descrizione fisica | 1 online resource (375 p.) |
| Disciplina | 519.5/5 |
| Collana | Chapman & Hall/CRC texts in Statistical Science Series |
| Soggetto topico | Time-series analysis |
| Soggetto genere / forma | Electronic books. |
| ISBN |
0-429-18481-6
1-4398-8275-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| 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 |
| Record Nr. | UNINA-9910541773603321 |
Prado Raquel
|
||
| Boca Raton, FL : , : Chapman and Hall/CRC, an imprint of Taylor and Francis, , [2010] | ||
| Lo trovi qui: Univ. Federico II | ||
| ||