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Time Series: Modeling, Computation, and Inference, Second Edition (Chapman & Hall/CRC Texts in Statistical Science) - Hardcover
Synopsis
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. The second edition has been updated with an additional author, new references throughout, and new material on multivariate time series. There are also lots of new examples and exercises, and the computing has been greatly enhanced. Code, data, and other material are now made available on a supplementary website.
"synopsis" may belong to another edition of this title.
- PublisherChapman and Hall/CRC
- Publication date2021
- ISBN 10 1498747027
- ISBN 13 9781498747028
- BindingHardcover
- LanguageEnglish
- Edition number2
- Number of pages452
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