Time Series (PDF)

Name: Time Series
Brand: Taylor & Francis
SKU: 138618082
Price: 60.99 EUR
Availability: OnlineOnly

Modeling, Computation, and Inference, Second Edition (Sprache: Englisch)

Autoren: Raquel Prado , Marco A. R. Ferreira , Mike West

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Time Series, Raquel Prado, Marco A. R. Ferreira, Mike West

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This is the second edition of a popular graduate level textbook on time series modeling, computation and inference. The book is essentially unique in its approach, with a focus on Bayesian methods, although classical methods are also covered.

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Autoren-Porträt von Raquel Prado, Marco A. R. Ferreira, Mike West

Raquel Prado is Professor in the Department of Statistics at the Baskin School of Engineering of the University of California Santa Cruz, USA. Her main research areas are time series analysis and Bayesian modeling - with a focus on analysis of large-dimensional nonstationary time series data and applications to biomedical signal processing and brain imaging. Marco A. R. Ferreira is an Associate Professor in the Department of Statistics at Virginia Tech, where he served from 2016 to 2020 as the Director of Graduate Programs. Mike West holds a Duke University distinguished chair as the Arts & Sciences Professor of Statistics & Decision Sciences in the Department of Statistical Science, where he led the development of statistics from 1990-2002.