Time series modeling, computation, and inference

Focusing on Bayesian approaches and computations using 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...

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Bibliographic Details
Other Authors: Prado, Raquel, author (author), West, Mike, author
Format: eBook
Language:Inglés
Published: Boca Raton, FL : Chapman and Hall/CRC, an imprint of Taylor and Francis [2010].
Edition:1st edition
Series:Texts in statistical science.
Subjects:
See on Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009629708106719
Description
Summary:Focusing on Bayesian approaches and computations using 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.
Item Description:"A Chapman & Hall Book."
Physical Description:1 online resource (375 p.)
Bibliography:Includes bibliographical references and indexes.
ISBN:9780429184819
9781439882757