Economic time series: modeling and seasonality
0
Type: Book
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"This text emphasizes nonlinear models for a course in time series analysis. After introducing stochastic processes, Markov chains, Poisson processes, and ARMA models, the authors cover functional autoregressive, ARCH, threshold AR, and discrete time series models as well as sev…
Montgomery, Jennings, and Kulahci examine methods for modeling and analyzing time series data with a view towards drawing inferences about the data and generating forecasts that will be useful to the decision maker.
The analysis of time series data is essential to many areas of science, engineering, finance and economics. This introduction to wavelet analysis "from the ground level and up," and to wavelet -based statistical analysis of time series focuses on practical discrete time techniqu…
"With a focus on analyzing and modeling linear dynamic systems using statistical methods, Time Series Analysis formulates various linear models, discusses their theoretical characteristics, and explores the connections among stochastic dynamic models. Emphasizing the time domain…
"Focusing on Bayesian approaches and computations using up-to-date 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 applicat…
Time series: theory and methods
by Davis, Richard A., Brockwell, Peter
fromSpringer Series in Statistics
0
Type: Book
