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020			_a9781032040042
040			_aNISER LIBRARY _cNISER LIBRARY _beng
082	0	0	_a519.246.8 _bPRA-T
100	1		_aPrado, Raquel
245	1	0	_aTime series : _bmodeling, computation, and inference
250			_a2nd edition
260			_aBoca Raton : _bCRC Press, _c2021.
300			_axx, 452 p. : _bill. (116 B/W Illustrations) ; _c25 cm.
490	0		_aChapman & Hall/CRC texts in statistical science series
500			_a"A Chapman & Hall Book".
504			_aIncludes bibliographical references (p. 409-433) and indexes.
520			_aFocusing 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. It 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. Along 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.
650		0	_aTime-series analysis _vTextbooks.
650		0	_aStatistics
700	1		_aFerreira, Marco A. R.
700	1		_aWest, Mike
856			_3Table of content _uhttps://www.routledge.com/Time-Series-Modeling-Computation-and-Inference-Second-Edition/Prado-Ferreira-West/p/book/9781032040042?srsltid=AfmBOorkNI5_ZiDCceRE7zPjHIxiW_m9DbCzCSVxEoadob9xOyCfW1Fi#googlePreviewContainer
856			_3Reviews _uhttps://www.goodreads.com/book/show/181730062-time-series#CommunityReviews
942			_2udc _cBK
999			_c35830 _d35830