机读格式显示(MARC)

• 000 01603cam a2200349 i 4500

• 001 0000827694

• 003 CAL

• 005 20250817075800.0

• 008 210512s2021 flua b 001 0 eng d

• 020 __ |a 9781498747028 |q hardback

• 020 __ |a 9781032040042 |q paperback

• 020 __ |z 9781351259422 |q electronic book

• 040 __ |a CASHL |b eng |c CASHL |e rda

• 050 00 |a QA280 |b .P723 2021

• 082 04 |a 519.55 |2 23

• 090 __ |a O211.61/X1=2

• 093 __ |a O211.61 |2 5

• 099 __ |a CAL 022021077427

• 100 1_ |a Prado, Raquel, |e author.

• 245 10 |a Time series : |b modeling, computation, and inference / |c Raquel Prado, Marco A. R. Ferreira, Mike West.

• 250 __ |a Second edition.

• 260 __ |a Boca Raton : |b Chapman & Hall/CRC, |c 2021.

• 300 __ |a xx, 452 pages : |b illustrations (black and white) ; |c 24 cm.

• 336 __ |a text |b txt |2 rdacontent

• 337 __ |a unmediated |b n |2 rdamedia

• 338 __ |a volume |b nc |2 rdacarrier

• 490 0_ |a Chapman & Hall/CRC texts in statistical science series

• 504 __ |a Includes bibliographical references (pages 409-433) and index.

• 505 0_ |a 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.

• 650 _0 |a Time-series analysis.

• 700 1_ |a Ferreira, Marco Antonio Rosa, |d 1969- |e author.

• 700 1_ |a West, Mike, |d 1959- |e author.