Time series : modeling, computation, and inference
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| Other Authors: | |
| Language: | English |
| Published: |
Boca Raton, FL:
Chapman & Hall/CRC (an imprint of Taylor & Francis Group),
2010.
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| Series: | Chapman & Hall/CRC texts in statistical science series
Texts in statistical science series |
| Subjects: |
Table of Contents:
- Notation, definitions, and basic inference
- Traditional time domain models
- The frequency domain
- Dynamic linear models
- State-space TVAR models
- SMC methods for state-space models
- Mixture models in time series
- Topics and examples in multiple time series
- Vector AR and ARMA models
- Multivariate DLMs and covariance models