Handbook of Discrete-Valued Time Series

"Model a Wide Range of Count Time Series Handbook of Discrete-Valued Time Series presents state-of-the-art methods for modeling time series of counts and incorporates frequentist and Bayesian approaches for discrete-valued spatio-temporal data and multivariate data. While the book focuses on ti...

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Bibliographic Details
Other Authors: Davis, Richard A., author (author), Holan, Scott H., editor (editor), Lund, Robert, editor, Ravishanker, Nalini, editor
Format: eBook
Language:Inglés
Published: Boca Raton, FL : CRC Press 2016.
Edition:First edition
Series:Chapman & Hall/CRC handbooks of modern statistical methods.
Subjects:
See on Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009644272206719
Table of Contents:
  • Methods for Univariate Count Processes
  • Statistical Analysis of Count Time Series Models: AGLM Perspective
  • Konstantinos Fokianos
  • Markov Models for Count Time Series
  • Harry Joe
  • Generalized Linear Autoregressive Moving Average Models
  • William T.M. Dunsmuir
  • Count Time Series with Observation-Driven Autoregressive Parameter Dynamics
  • Dag Tjøstheim
  • Renewal-Based Count Time Series
  • Robert Lund and James Livsey
  • State Space Models for Count Time Series
  • Richard A. Davis and William T.M. Dunsmuir
  • Estimating Equation Approaches for Integer-Valued Time Series Models
  • Aerambamoorthy Thavaneswaran and Nalini Ravishanker
  • Dynamic Bayesian Models for Discrete-Valued Time Series
  • Dani Gamerman, Carlos A. Abanto-Valle, Ralph S. Silva, and Thiago G. Martins
  • Diagnostics and Applications
  • Model Validation and Diagnostics
  • Robert C. Jung, Brendan P.M. McCabe, and A.R. Tremayne
  • Detection of Change Points in Discrete-Valued Time Series
  • Claudia Kirch and Joseph Tadjuidje Kamgaing
  • Bayesian Modeling of Time Series of Counts with Business Applications
  • Refik Soyer, Tevfik Aktekin, and Bumsoo Kim
  • Binary and Categorical-Valued Time Series
  • Hidden Markov Models for Discrete-Valued Time Series
  • Iain L. MacDonald and Walter Zucchini
  • Spectral Analysis of Qualitative Time Series
  • David Stoffer
  • Coherence Consideration in Binary Time Series Analysis
  • Benjamin Kedem
  • Discrete-Valued Spatio-Temporal Processes
  • Hierarchical Dynamic Generalized Linear Mixed Models for Discrete-Valued Spatio-Temporal Data
  • Scott H. Holan and Christopher K. Wikle
  • Hierarchical Agent-Based Spatio-Temporal Dynamic Models for Discrete-Valued Data
  • Christopher K. Wikle and Mevin B. Hooten
  • Autologistic Regression Models for Spatio-Temporal Binary Data
  • Jun Zhu and Yanbing Zheng
  • Spatio-Temporal Modeling for Small Area Health Analysis
  • Andrew B. Lawson and Ana Corberán-Vallet
  • Multivariate and Long Memory Discrete-Valued Processes
  • Models for Multivariate Count Time Series
  • Dynamic Models for Time Series of Counts with a Marketing Application
  • Nalini Ravishanker, Rajkumar Venkatesan, and Shan Hu
  • Long Memory Discrete-Valued Time Series
  • Robert Lund, Scott H. Holan, and James Livsey.