Time Series: Modeling, Computation, and Inference, Second Edition (2) (Chapman & Hall/CRC Texts in Statistical Science)

Synopsis

Focusing on Bayesian approaches and computations using analytic and simulation-based methods for inference, Time Series: Modeling, Computation, and Inference, Second Edition 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, analysis and forecasting, a broad range of references to state-of-the-art approaches to univariate and multivariate time series analysis, and contacts research frontiers in multivariate time series modeling and forecasting. It presents overviews of several classes of models and related methodology for inference, statistical computation for model fitting and assessment, and forecasting. It explores the connections between time- and frequency-domain approaches and develop various models and analyses using Bayesian formulations and computation, including use of computations based on Markov chain Monte Carlo (MCMC) and sequential Monte Carlo (SMC) methods. It illustrates the models and methods with examples and case studies from a variety of fields, including signal processing, biomedicine, environmental science, and finance. Along with core models and methods, the book represents state-of-the art approaches to analysis and forecasting in challenging time series problems. It also demonstrates the growth of time series analysis into new application areas in recent years, and contacts recent and relevant modeling developments and research challenges. New in the second edition: Expanded on aspects of core model theory and methodology. Multiple new examples and exercises. Detailed development of dynamic factor models. Updated discussion and connections with recent and current research frontiers.

Copyright:

2021

Book Details

Book Quality:

Publisher Quality

Book Size:

452 Pages

ISBN-13:

9781498747059

Related ISBNs:

9781351259422, 9781032040042, 9781498747028

Publisher:

CRC Press

Date of Addition:

07/27/21

Copyrighted By:

Taylor & Francis Group, LLC

Adult content:

No

Language:

English

Has Image Descriptions:

No

Categories:

Nonfiction, Mathematics and Statistics

Submitted By:

Bookshare Staff

Usage Restrictions:

This is a copyrighted book.