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Time series: modeling, computation and inference

By: Prado, Raquel.
Material type: materialTypeLabelBookSeries: Chapman & Hall/CRC texts in statistical science series. Publisher: Boca Raton CRC Press 2010Description: xx, 353 p.ISBN: 9781420093360.Subject(s): Time-series analysis --TextbooksDDC classification: 519.55 Summary: Focusing on Bayesian approaches and computations using up-to-date 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. (http://www.crcpress.com/product/isbn/9781420093360)
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Books Vikram Sarabhai Library
Slot 1678 (2 Floor, East Wing) 519.55 P7T4 (Browse shelf) Available 170733

Focusing on Bayesian approaches and computations using up-to-date 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. (http://www.crcpress.com/product/isbn/9781420093360)

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