Library of American University of Madaba
Your cart is empty.
Time series : modeling, computation, and inference /
by Prado, Raquel.
Authors: West, Mike,%1959-%joint author Series: Chapman & Hall/CRC texts in statistical science series Published by : CRC Press, (Boca Raton, FL :) Physical details: xx, 353 p. : ill. ; 25 cm. ISBN: 1420093363 Subject(s): Time-series analysis %Textbooks. Year: 2010
Tags from this library:
No tags from this library for this title.
| Item type | Location | Call Number | Status | Notes | Date Due |
|---|---|---|---|---|---|
 Book |
AUM Main Library | 519.55 P723 (Browse Shelf) | Available | JBC/2011/16926 |
"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.
There are no comments for this item.