Time Series: Modeling, Computation, and Inference

Time Series: Modeling, Computation, and Inference

English | 2010 | ISBN: 1420093363 | PDF | 375 Pages | 29.7 mb


Focusing on Bayesian approaches and computations using simulation-based methods for inference, Time Series: Modeling, Computation, and Inference 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 and analysis, a broad range of references to state-of-the-art approaches to univariate and multivariate time series analysis, and emerging topics at research frontiers.
The book presents overviews of several classes of models and related methodology for inference, statistical computation for model fitting and assessment, and forecasting. The authors also explore the connections between time- and frequency-domain approaches and develop various models and analyses using Bayesian tools, such as Markov chain Monte Carlo (MCMC) and sequential Monte Carlo (SMC) methods. They illustrate the models and methods with examples and case studies from a variety of fields, including signal processing, biomedicine, and finance. Data sets, R and MATLABcode, and other material are available on the authors' websites.
Along with core models and methods, this text offers sophisticated tools for analyzing challenging time series problems. It also demonstrates the growth of time series analysis into new application areas.

Download:

http://longfiles.com/2es4y79756kd/Time_Series_Modeling,_Computation,_and_Inference.pdf.html

[Fast Download] Time Series: Modeling, Computation, and Inference


Related eBooks:
Scalarization and Separation by Translation Invariant Functions
Dynamical Stabilization of the Fermi Scale
An Introduction to Differential Geometry with Applications to Elasticity
Mathematical Methods
Key Concepts in Teaching Primary Mathematics (SAGE Key Concepts series)
Groups St Andrews 2001 in Oxford, Vol 1
Stochasticity and Partial Order: Doubly Stochastic Maps and Unitary Mixing
Elementary Functional Analysis
Fourier Integrals in Classical Analysis, Second Edition
Carl Adam Petri: Life and Science
Contributions To Fourier Analysis
Intermediate Algebra:Graphs and Models, 4th edition
Copyright Disclaimer:
This site does not store any files on its server. We only index and link to content provided by other sites. Please contact the content providers to delete copyright contents if any and email us, we'll remove relevant links or contents immediately.