Time Series Modeling, Computation, and Inference
The authors systematically develop a state-of-the-art analysis and modeling of time series. ... this book is well organized and well written. The authors present various statistical models for engineers to solve problems in time series analysis. Readers no doubt will learn state-of-the-art technique...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Boca Raton, FL
CRC Press
2010
©2010 |
| Series: | Texts in statistical science
|
| Subjects: | |
| Online Access: | Click Here to View Status and Holdings. |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Add Tag | Summary: | The authors systematically develop a state-of-the-art analysis and modeling of time series. ... this book is well organized and well written. The authors present various statistical models for engineers to solve problems in time series analysis. Readers no doubt will learn state-of-the-art techniques from this book.-Hsun-Hsien Chang, Computing Reviews, March 2012My favorite chapters were on dynamic linear models and vector AR and vector ARMA models.-William Seaver, Technometrics, August 2011 ... a very modern entry to the field of time-series modelling, with a rich reference list of the current lit. |
|---|---|
| Item Description: | "A Chapman & Hall Book" |
| Physical Description: | xx, 353 pages illustrations 25 cm |
| Bibliography: | Includes bibliographical references (p. 321-337) and indexes |
| ISBN: | 9781420093360 1420093363 |
Time-series