Time series : modeling, computation, and inference /

Main Author: Prado, Raquel
Other Authors: West, Mike,
Format: Book
Language:English
Published: Boca Raton : CRC Press, c2010.
Series:Chapman & Hall/CRC texts in statistical science series
Subjects:
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020 |a 9781420093360 (hardback : acid-free paper) 
040 |a DLC 
050 |a QA280  |b .P723 2010 
082 |2 22  |a 519.5/5 
100 1 |a Prado, Raquel 
245 1 |a Time series :  |b modeling, computation, and inference /  |c Raquel Prado, Mike West. 
260 1 |a Boca Raton :  |b CRC Press,  |c c2010. 
300 1 |a xx, 353 p. :  |b ill. ;  |c 25 cm. 
490 1 |a Chapman & Hall/CRC texts in statistical science series 
500 1 |a "A Chapman & Hall Book". 
504 1 |a Includes bibliographical references (p. 321-337) and indexes. 
505 1 |a 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. 
650 1 |a Time-series analysis 
700 1 |a West, Mike, 
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