Prado, Raquel
Time Series: Modeling, Computation, and Inference, Second Edition (Chapman & Hall/CRC Texts in Statistical Science)
- ISBN 13:
- 9781032040042
- author:
- Prado, Raquel
- format:
- Paperback
- publisher:
- Taylor & Francis Ltd
- language:
- English
- Publication Year:
- 2023
- Pages:
- 452
- Dimensions:
- 23.4 x 15.6 x 2.4 centimetres (0
- Genre:
- Science, Mathematics, Statistics,
- Condition:
- New
- Availability:
- Item usually sent within 10 working days
Description
Time Series Modeling, Computation, and Inference is a comprehensive guide to Bayesian approaches in time series analysis. This second edition builds on mainstream methods with recent developments in methodology and applications, covering graduate-level topics such as Bayesian time series modeling, analysis, and forecasting. The book explores connections between time- and frequency-domain approaches, introducing various models and analyses using Bayesian formulations and computation, including Markov chain Monte Carlo (MCMC) and sequential Monte Carlo (SMC) methods. It illustrates these concepts with examples and case studies from diverse fields, such as signal processing, biomedicine, environmental science, and finance. With expanded coverage of core model theory and methodology, multiple new examples and exercises, and a detailed development of dynamic factor models, this book represents state-of-the-art approaches to analysis and forecasting in challenging time series problems.
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