"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…
"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…
Liquid markets generate hundreds or thousands of ticks (the minimum change in price a security can have, either up or down) every business day. Data vendors such as Reuters transmit more than 275,000 prices per day for foreign exchange spot rates alone. Thus, high-frequency data…
Praise for the First Edition " ... [t]he book is great for readers who need to apply the methods and models presented but have little background in mathematics and statistics."--MAA Reviews Thoroughly updated throughout, Introduction to Time Series Analysis and Forecasting, Seco…
Brimming with top articles from experts in signal processing and biomedical engineering, Time Frequency and Wavelets in Biomedical Signal Processing introduces time-frequency, time-scale, wavelet transform methods, and their applications in biomedical signal processing. This edi…
This unified survey of the theory of adaptive filtering, prediction, and control focuses on linear discrete-time systems and explores the natural extensions to nonlinear systems. In keeping with the importance of computers to practical applications, the authors emphasize discret…
"The new edition of this important text has been completely revised and expanded to become the most up-to-date and thorough professional reference text in this fast-moving and important area of biostatistics. Two new chapters have been added on fully parametric models for discre…
"This book represents a modern approach to time series analysis which is based on the theory of dynamical systems. It starts from a sound outline of the underlying theory to arrive at very practical issues, which are illustrated using a large number of empirical data sets taken …
by Kantz, Holger, Schreiber, Thomas
fromCambridge Nonlinear Science Series
The time variability of many natural and social phenomena is not well described by standard methods of data analysis. Nonlinear time series analysis uses chaos theory and nonlinear dynamics to understand such seemingly unpredictable behaviour. Results are applied to real data fr…
by Davis, Richard A., Brockwell, Peter J.
fromSpringer Series in Statistics
