Time Series : Modeling, Computation, and Inference, Second Edition /: Modeling, Computation, and Inference, Second Edition. (2021)

• Record Type: Book
• Further Information: Note: Raquel Prado, Marco A. R. Ferreira, Mike West.
• Authors: Prado, Raquel; Ferreira, Marco A. R; West, Mike
• Contents: 1. Notation, definitions, and basic inference; 2. Traditional time domain models; 3. The frequency domain; 4. Dynamic linear models; 5. State-space TVAR models; 6. SMC methods for state-space models; 7. Mixture models in time series; 8. Topics and examples in multiple time series; 9. Vector AR and ARMA models; 10. General classes of multivariate dynamic models; 11. Latent factor models
• Edition: 2nd
• Publisher Details: Chapman and Hall/CRC
• Publication Date: 2021
• Extent: 1 online resource (452 pages), (116 illustrations)
• Languages: English
• ISBNs: 9781498747042; 1498747043
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.