Time series: Modeling, Computation, and Inference

Abstract

Focusing on Bayesian approaches and computations u; Time Series: Modeling; Computation; and Inference integrates mainstream approaches for; a broad range of references to state-of-the-art ap; and emerging topics at research frontiers. The boo; statistical computation for model fitting and asse; and forecasting. The authors also explore the conn; such as Markov chain Monte Carlo (MCMC) and sequen; including signal processing; biomedicine; and finance. Data sets; R and MATLABʼ code; and other material are available on the authors' w; this text offers sophisticated tools for analyzing.