Time Series: Modeling, Computation, and Inference, Second Edition (Chapman & Hall/CRC Texts in Statistical Science) - Image 1

Price loading...

CRC Press Time Series: Modeling, Computation, and Inference, Second Edition (Chapman & Hall/CRC Texts in Statistical Science)

Name: Time Series: Modeling, Computation, and Inference, Second Edition (Chapman & Hall/CRC Texts in Statistical Science)
Brand: CRC Press

Econometrics

Price History & Forecast

No Price Data Available

Price history will appear here once data is collected from Amazon.

Price Distribution

No price data available for histogram

Description

Focusing on Bayesian approaches and computations using analytic and simulation-based methods for inference, Time Series: Modeling, Computation, and Inference, Second Edition 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, analysis and forecasting, a broad range of references to state-of-the-art approaches to univariate and multivariate time series analysis, and contacts research frontiers in multivariate time series modeling and forecasting. It presents overviews of several classes of models and related methodology for inference, statistical computation for model fitting and assessment, and forecasting. It explores the connections between time- and frequency-domain approaches and develop various models and analyses using Bayesian formulations and computation, including use of computations based on Markov chain Monte Carlo (MCMC) and sequential Monte Carlo (SMC) methods. It illustrates the models and methods with examples and case studies from a variety of fields, including signal processing, biomedicine, environmental science, and finance. Along with core models and methods, the book represents state-of-the art approaches to analysis and forecasting in challenging time series problems. It also demonstrates the growth of time series analysis into new application areas in recent years, and contacts recent and relevant modeling developments and research challenges. New in the second edition: Expanded on aspects of core model theory and methodology. Multiple new examples and exercises. Detailed development of dynamic factor models. Updated discussion and connections with recent and current research frontiers.

Key Features

Time Series: Modeling, Computation, And Inference, Second Edition Chapman Hall Crc Texts In Statistical Science

Product Type: Abis Book

Brand: Crc Press

Product Specifications

Brand: CRC Press
Format: hardcover
ASIN: 1498747027
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 27 July 2021
Listed Since: 22 March 2017

Barcode

No barcode data available

CRC Press Time Series: Modeling, Computation, and Inference, Second Edition (Chapman & Hall/CRC Texts in Statistical Science)

Price History & Forecast

No Price Data Available

Price Distribution

Description

Key Features

Product Specifications

Barcode

Similar Products You Might Like

Time Series: Modeling, Computation, and Inference, Second Edition (Chapman & Hall/CRC Texts in Statistical Science)

Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference, Second Edition: 68 (Chapman & Hall/CRC Texts in Statistical Science)

Hidden Markov Models for Time Series: An Introduction Using R, Second Edition (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

Time Series Analysis (Chapman & Hall/CRC Texts in Statistical Science)

Statistical Inference: An Integrated Approach, Second Edition (Chapman & Hall/CRC Texts in Statistical Science)

Applied Stochastic Modelling (Chapman & Hall/CRC Texts in Statistical Science)

Applied Stochastic Modelling (Chapman & Hall/CRC Texts in Statistical Science)

CRC Press Probability and Statistical Inference Textbook

Handbook of Discrete-Valued Time Series: Handbooks of Modern Statistical Methods (Chapman & Hall/CRC Handbooks of Modern Statistical Methods)

Nonlinear Time Series: Theory, Methods and Applications with R Examples (Chapman & Hall/CRC Texts in Statistical Science)

Handbook of Discrete-Valued Time Series: Handbooks of Modern Statistical Methods (Chapman & Hall/CRC Handbooks of Modern Statistical Methods)

Bayesian Hierarchical Models: With Applications Using R, Second Edition

Time Series for Data Science: Analysis and Forecasting (Chapman & Hall/CRC Texts in Statistical Science)

Introduction to Time Series Analysis and Forecasting (Wiley Series in Probability and Statistics)

Time-Series Forecasting

Data Science and Machine Learning: Mathematical and Statistical Methods, Second Edition (Chapman & Hall/CRC Machine Learning & Pattern Recognition)

Modeling Spatio-Temporal Data: Markov Random Fields, Objective Bayes, and Multiscale Models

Bayesian Networks: With Examples in R (Chapman & Hall/CRC Texts in Statistical Science)

Statistical Theory: A Concise Introduction (Chapman & Hall/CRC Texts in Statistical Science)

Time Series: A First Course with Bootstrap Starter (Chapman & Hall/CRC Texts in Statistical Science)

Time Series for Data Science: Analysis and Forecasting (Chapman & Hall/CRC Texts in Statistical Science)

A First Course in Linear Model Theory (Chapman & Hall/CRC Texts in Statistical Science)

Bayesian Statistical Modelling, 2nd Edition

CRC Press Computational Methods in Biomedical Research Book