{"product_id":"time-series-modeling-computation-and-inference-second-edition-chapman-hall-crc-texts-in-statistical-science","title":"Time Series: Modeling, Computation, and Inference, Second Edition (Chapman \u0026 Hall\/CRC Texts in Statistical Science)","description":"Focusing on Bayesian approaches and computations using analytic and simulation-based methods for inference, Time Series: Modeling, Computation, and Inference, Second Edition 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, analysis and forecasting, a broad range of references to state-of-the-art approaches to univariate and multivariate time series analysis, and contacts research frontiers in multivariate time series modeling and forecasting.\nIt presents overviews of several classes of models and related methodology for inference, statistical computation for model fitting and assessment, and forecasting. It explores the connections between time- and frequency-domain approaches and develop various models and analyses using Bayesian formulations and computation, including use of computations based on Markov chain Monte Carlo (MCMC) and sequential Monte Carlo (SMC) methods. It illustrates the models and methods with examples and case studies from a variety of fields, including signal processing, biomedicine, environmental science, and finance.\nAlong with core models and methods, the book represents state-of-the art approaches to analysis and forecasting in challenging time series problems. It also demonstrates the growth of time series analysis into new application areas in recent years, and contacts recent and relevant modeling developments and research challenges.\nNew in the second edition:\nExpanded on aspects of core model theory and methodology.\nMultiple new examples and exercises.\nDetailed development of dynamic factor models.\nUpdated discussion and connections with recent and current research frontiers.\u003cbr\u003eASIN: 1498747027\u003cbr\u003eVSKU: GBV.1498747027.VG\u003cbr\u003eCondition: Very Good\u003cbr\u003eAuthor\/Artist:Prado, Raquel|Ferreira, Marco A. R.|West, Mike\u003cbr\u003eBinding: Hardcover\u003cbr\u003e\u003cb\u003eNote:\u003c\/b\u003e Any images shown are stock photographs and product may differ from what is shown.  \u003cbr\u003e\u003cb\u003eCondition Notes\u003c\/b\u003e: Crisp copy with a sturdy binding and light shelf wear. Used copies may not include access codes or CDs.  \u003cbr\u003e","brand":"Good Books Company","offers":[{"title":"Default Title","offer_id":55837334176049,"sku":"GBV.1498747027.VG","price":98.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0914\/3730\/2065\/files\/1498747027-0.jpg?v=1787261747","url":"https:\/\/goodbookscompany.org\/products\/time-series-modeling-computation-and-inference-second-edition-chapman-hall-crc-texts-in-statistical-science","provider":"Good Books Company","version":"1.0","type":"link"}