书目详细信息
： Time series :
书目信息 机读格式(MARC)
| ISBN： | 9781498747028 |
|---|---|
| ISBN： | 9781032040042 |
| 编目源： | CASHL CASHL |
| 个人名称： | Prado, Raquel, |
| 题名： | Time series : modeling, computation, and inference / Raquel Prado, Marco A. R. Ferreira, Mike West. |
| 版本说明： | Second edition. |
| 索书号： | O211.61/P896E |
| 载体形态： | xx, 452 pages : illustrations (black and white) ; 25 cm. |
| 书目附注： | Includes bibliographical references (pages 409-433) and index. |
| 格式化内容附注： | 1. Notation, definitions, and basic inference; 2. Traditional time domain models; 3. The frequency domain; 4. Dynamic linear models; 5. State-space TVAR models; 6. SMC methods for state-space models; 7. Mixture models in time series; 8. Topics and examples in multiple time series; 9. Vector AR and ARMA models; 10. General classes of multivariate dynamic models; 11. Latent factor models. |