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Time series : modeling, computation, and inference
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Time series : modeling, computation, and inference

Raquel Prado

Publication Data

Descriptive Notes

"A Chapman & Hall Book".

Contents

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 covariance models.

Topics

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Time series : modeling, computation, and inference by Raquel Prado. ISBN 9781420093360. Published by CRC Press in 2010. Publication and catalogue information, links to buy online and reader comments.

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