Time Series ; Modeling, Computation, and Inference
Language: English Series: Texts in Statistical Science | Carlin, Bradley P. (Ed.) | Faraway, Julian J. (Ed.) | Tanner, Martin (Ed.) | et alPublication details: Boca Raton, London, New York : CRC Press, an Imprint of Taylor and Francis Group 2010Edition: 1. EdDescription: xx, 353 ppISBN:- 978-1-4200-9336-0
- 519 Probabilities and applied mathematics
Item type | Current library | Shelving location | Call number | Status | Date due | Barcode | |
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Loanable | Institute for Advanced Studies (IHS) | Book | 20286-A | Available | IHS10317560X |
from the Table of Contents: Preface; 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 covariate models; Bibliography;
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