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Handbook of Discrete-Valued Time Series - Handbooks of Modern Statistical Methods (Paperback) Loot Price: R2,238
Discovery Miles 22 380
Handbook of Discrete-Valued Time Series - Handbooks of Modern Statistical Methods (Paperback): Richard A. Davis, Scott H Holan,...

Handbook of Discrete-Valued Time Series - Handbooks of Modern Statistical Methods (Paperback)

Richard A. Davis, Scott H Holan, Robert Lund, Nalini Ravishanker

Series: Chapman & Hall/CRC Handbooks of Modern Statistical Methods

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Loot Price R2,238 Discovery Miles 22 380 | Repayment Terms: R210 pm x 12*

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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.

General

Imprint: Crc Press
Country of origin: United Kingdom
Series: Chapman & Hall/CRC Handbooks of Modern Statistical Methods
Release date: June 2020
First published: 2016
Editors: Richard A. Davis • Scott H Holan • Robert Lund • Nalini Ravishanker
Dimensions: 254 x 178mm (L x W)
Format: Paperback
Pages: 484
ISBN-13: 978-0-367-57039-2
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Business & Economics > Economics > Econometrics > Economic statistics
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LSN: 0-367-57039-4
Barcode: 9780367570392

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