Time series : modeling, computation, and inference /
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Book |
| Language: | English |
| Published: |
Boca Raton :
CRC Press,
c2010.
|
| Series: | Chapman & Hall/CRC texts in statistical science series
|
| Subjects: |
Table of Contents:
- 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.