Library of American University of Madaba
Your cart is empty.
Prado, Raquel.
Time series : modeling, computation, and inference / Raquel Prado, Mike West. - Boca Raton, FL : CRC Press, 2010. - xx, 353 p. : ill. ; 25 cm. - Chapman & Hall/CRC texts in statistical science series . - Texts in statistical science. .
"A Chapman & Hall Book".
Includes bibliographical references (p. 321-337) and indexes.
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.
9781420093360 (hardback : acid-free paper)
Time-series analysis--Textbooks.
QA280 / P723
519.55 / P723
Time series : modeling, computation, and inference / Raquel Prado, Mike West. - Boca Raton, FL : CRC Press, 2010. - xx, 353 p. : ill. ; 25 cm. - Chapman & Hall/CRC texts in statistical science series . - Texts in statistical science. .
"A Chapman & Hall Book".
Includes bibliographical references (p. 321-337) and indexes.
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.
9781420093360 (hardback : acid-free paper)
Time-series analysis--Textbooks.
QA280 / P723
519.55 / P723