Time Series: Modeling, Computation, and Inference (Texts in Statistical Science) - Hardcover

Prado, Raquel (University Of California, Santa Cruz, USA); West, Mike (Duke University, Durham, North Carolina, USA)

 
9781420093360: Time Series: Modeling, Computation, and Inference (Texts in Statistical Science)
Hardcover
ISBN 10: 1420093363 ISBN 13: 9781420093360
Verlag: Taylor & Francis Ltd, 2010

Inhaltsangabe

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.

The book presents overviews of several classes of models and related methodology for inference, statistical computation for model fitting and assessment, and forecasting. The authors also explore the connections between time- and frequency-domain approaches and develop various models and analyses using Bayesian tools, such as Markov chain Monte Carlo (MCMC) and sequential Monte Carlo (SMC) methods. They illustrate the models and methods with examples and case studies from a variety of fields, including signal processing, biomedicine, and finance. Data sets, R and MATLAB® code, and other material are available on the authors’ websites.

Along with core models and methods, this text offers sophisticated tools for analyzing challenging time series problems. It also demonstrates the growth of time series analysis into new application areas.

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Über die Autorin bzw. den Autor

Raquel Prado is an associate professor in the Department of Applied Mathematics and Statistics at the University of California, Santa Cruz.

Mike West is the Arts & Sciences Professor of Statistical Science in the Department of Statistical Science at Duke University.

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Verlag
Taylor & Francis Ltd
Erscheinungsdatum
2010
Sprache
Englisch
ISBN 10 
1420093363
ISBN 13 
9781420093360
Einband
Gebundene Ausgabe
Auflage
1
Anzahl der Seiten
368
Kontakt zum Hersteller
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Verantwortliche Person
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