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Books > Business & Economics > Economics > Econometrics > Economic statistics
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Handbook of Discrete-Valued Time Series - Handbooks of Modern Statistical Methods (Paperback)
Loot Price: R2,357
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Handbook of Discrete-Valued Time Series - Handbooks of Modern Statistical Methods (Paperback)
Series: Chapman & Hall/CRC Handbooks of Modern Statistical Methods
Expected to ship within 12 - 19 working days
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Model a Wide Range of Count Time Series Handbook of Discrete-Valued
Time Series presents state-of-the-art methods for modeling time
series of counts and incorporates frequentist and Bayesian
approaches for discrete-valued spatio-temporal data and
multivariate data. While the book focuses on time series of counts,
some of the techniques discussed can be applied to other types of
discrete-valued time series, such as binary-valued or categorical
time series. Explore a Balanced Treatment of Frequentist and
Bayesian Perspectives Accessible to graduate-level students who
have taken an elementary class in statistical time series analysis,
the book begins with the history and current methods for modeling
and analyzing univariate count series. It next discusses
diagnostics and applications before proceeding to binary and
categorical time series. The book then provides a guide to modern
methods for discrete-valued spatio-temporal data, illustrating how
far modern applications have evolved from their roots. The book
ends with a focus on multivariate and long-memory count series. Get
Guidance from Masters in the Field Written by a cohesive group of
distinguished contributors, this handbook provides a unified
account of the diverse techniques available for observation- and
parameter-driven models. It covers likelihood and approximate
likelihood methods, estimating equations, simulation methods, and a
Bayesian approach for model fitting.
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