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Time series: modeling, computation, and inference

The authors systematically develop a state-of-the-art analysis and modeling of time series. … this book is well organized and well written. The authors present various statistical models for engineers to solve problems in time series analysis. Readers no doubt will learn state-of-the-art techniques...

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Detalles Bibliográficos
Autores principales: Prado, Raquel, West, Mike
Lenguaje:eng
Publicado: CRC Press 2010
Materias:
Acceso en línea:http://cds.cern.ch/record/2019058
Descripción
Sumario:The authors systematically develop a state-of-the-art analysis and modeling of time series. … this book is well organized and well written. The authors present various statistical models for engineers to solve problems in time series analysis. Readers no doubt will learn state-of-the-art techniques from this book.-Hsun-Hsien Chang, Computing Reviews, March 2012My favorite chapters were on dynamic linear models and vector AR and vector ARMA models.-William Seaver, Technometrics, August 2011… a very modern entry to the field of time-series modelling, with a rich reference list of the current lit