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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.
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