Time Series Av Raquel (university Of California Santa Cruz California Usa) Prado, Marco A. R. (virginia Tech Blacksburg Usa) Ferreira, Mike (duke Univ

<P>Focusing on Bayesian approaches and computations using analytic and simulation-based methods for inference, <B><I>Time Series: Modeling, Computation, and Inference, Second Edition</B></I> 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. </P><P></P><P>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 comp

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