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题名/责任者:

Time series : modeling, computation, and inference / Raquel Prado, Marco A. R. Ferreira, Mike West.

版本说明:

Second edition.

出版发行项:

Boca Raton : Chapman & Hall/CRC, 2021.

ISBN:

9781498747028

ISBN:

9781032040042

载体形态项:

xx, 452 pages : illustrations (black and white) ; 24 cm.

丛编说明:

Chapman & Hall/CRC texts in statistical science series

个人责任者:

Prado, Raquel, author.

附加个人名称:

Ferreira, Marco Antonio Rosa, 1969- author.

附加个人名称:

West, Mike, 1959- author.

论题主题:

Time-series analysis.

中图法分类号:

O211.61

书目附注:

Includes bibliographical references (pages 409-433) and index.

内容附注:

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.

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