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Time series : modeling, computation, and inference /
| Autor principal: | |
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| Otros Autores: | |
| Formato: | Libro |
| Lenguaje: | English |
| Publicado: |
Boca Raton, FL :
CRC Press,
2010, 2010.
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| Colección: | Texts in statistical science.
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| Materias: |
Tabla de Contenidos:
- 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.