MARC details
| 000 -LEADER |
| fixed length control field |
02819nam a2200289 a 4500 |
| 001 - CONTROL NUMBER |
| control field |
vtls000051597 |
| 003 - CONTROL NUMBER IDENTIFIER |
| control field |
KUKTEM |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
| control field |
20251117150457.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
| fixed length control field |
110303t2010 flua f b 001 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
| International Standard Book Number |
9781420093360 (hardback : acid-free paper) |
| 039 #9 - LEVEL OF BIBLIOGRAPHIC CONTROL AND CODING DETAIL [OBSOLETE] |
| Level of rules in bibliographic description |
201107140058 |
| Level of effort used to assign nonsubject heading access points |
VLOAD |
| Level of effort used to assign subject headings |
201106301118 |
| Level of effort used to assign classification |
fauzi |
| -- |
201103031019 |
| -- |
sri |
| 040 ## - CATALOGING SOURCE |
| Original cataloging agency |
UMP |
| 090 ## - LOCALLY ASSIGNED LC-TYPE CALL NUMBER (OCLC); LOCAL CALL NUMBER (RLIN) |
| Classification number (OCLC) (R) ; Classification number, CALL (RLIN) (NR) |
QA280 .P73 2010 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
| Personal name |
Prado, Raquel |
| 245 10 - TITLE STATEMENT |
| Title |
Time series : |
| Remainder of title |
modeling, computation, and inference / |
| Statement of responsibility, etc. |
Raquel Prado, Mike West |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
| Place of publication, distribution, etc. |
Boca Raton : |
| Name of publisher, distributor, etc. |
CRC Press, |
| Date of publication, distribution, etc. |
c2010 |
| 300 ## - PHYSICAL DESCRIPTION |
| Extent |
xx, 353 p. : |
| Other physical details |
ill. ; |
| Dimensions |
25 cm. |
| 490 1# - SERIES STATEMENT |
| Series statement |
Chapman & Hall/CRC texts in statistical science series |
| 500 ## - GENERAL NOTE |
| General note |
"A Chapman & Hall Book" |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
| Bibliography, etc. note |
Includes bibliographical references (p. 321-337) and indexes |
| 505 0# - FORMATTED CONTENTS NOTE |
| Formatted contents note |
Notation, definitions, and basic inference -- Traditional time domain models -- The frequency domain -- Dynamic linear models -- State-space TVAR models -- SMC methods for state-space models -- Mixture models in time series -- Topics and examples in multiple time series -- Vector AR and ARMA models -- Multivariate DLMs and covariance models |
| 520 ## - SUMMARY, ETC. |
| Summary, etc. |
"Focusing on Bayesian approaches and computations using up-to-date simulation-based methods for inference, Time Series: Modeling, Computation, and Inference 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 and analysis, a broad range of references to state-of-the-art approaches to univariate and multivariate time series analysis, and emerging topics at research frontiers. The book presents overviews of several classes of models and related methodology for inference, statistical computation for model fitting and assessment, and forecasting. The authors also explore the connections between time- and frequency-domain approaches and develop various models and analyses using Bayesian tools, such as Markov chain Monte Carlo (MCMC) and sequential Monte Carlo (SMC) methods. They illustrate the models and methods with examples and case studies from a variety of fields, including signal processing, biomedicine, and finance. Data sets, R and MATLAB® code, and other material are available on the authors’ websites. Along with core models and methods, this text offers sophisticated tools for analyzing challenging time series problems. It also demonstrates the growth of time series analysis into new application areas."--Publisher’s description |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
| Topical term or geographic name entry element |
Time-series analysis |
| Form subdivision |
Textbooks |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
| Personal name |
West, Mike |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
| Uniform title |
Texts in statistical science |