Handbook of Discrete-Valued Time Series

"Model a Wide Range of Count Time Series Handbook of Discrete-Valued Time Series presents state-of-the-art methods for modeling time series of counts and incorporates frequentist and Bayesian approaches for discrete-valued spatio-temporal data and multivariate data. While the book focuses on ti...

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Detalles Bibliográficos
Otros Autores: Davis, Richard A., author (author), Holan, Scott H., editor (editor), Lund, Robert, editor, Ravishanker, Nalini, editor
Formato: Libro electrónico
Idioma:Inglés
Publicado: Boca Raton, FL : CRC Press 2016.
Edición:First edition
Colección:Chapman & Hall/CRC handbooks of modern statistical methods.
Materias:
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009644272206719
Descripción
Sumario:"Model a Wide Range of Count Time Series Handbook of Discrete-Valued Time Series presents state-of-the-art methods for modeling time series of counts and incorporates frequentist and Bayesian approaches for discrete-valued spatio-temporal data and multivariate data. While the book focuses on time series of counts, some of the techniques discussed can be applied to other types of discrete-valued time series, such as binary-valued or categorical time series.Explore a Balanced Treatment of Frequentist and Bayesian Perspectives Accessible to graduate-level students who have taken an elementary class in statistical time series analysis, the book begins with the history and current methods for modeling and analyzing univariate count series. It next discusses diagnostics and applications before proceeding to binary and categorical time series. The book then provides a guide to modern methods for discrete-valued spatio-temporal data, illustrating how far modern applications have evolved from their roots. The book ends with a focus on multivariate and long-memory count series.Get Guidance from Masters in the FieldWritten by a cohesive group of distinguished contributors, this handbook provides a unified account of the diverse techniques available for observation- and parameter-driven models. It covers likelihood and approximate likelihood methods, estimating equations, simulation methods, and a Bayesian approach for model fitting."--Provided by publisher.
Notas:"A Chapman & Hall Book."
Descripción Física:1 online resource (480 pages) : illustrations
Bibliografía:Includes bibliographical references at the end of each chapters and index.
ISBN:9780429102189
9781466577749