Time Series: Modeling, Computation, and Inference, Second Edition by Mike West, Raquel Prado, Marco A. R. Ferreira

Chapman & Hall/CRC Texts in Statistical Science

Time Series: Modeling, Computation, and Inference, Second Edition

Mike West, Raquel Prado, Marco A. R. Ferreira

440 pages hardcover

2 editions

nonfiction mathematics science medium-paced
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This is the second edition of a popular graduate level textbook on time series modeling, computation and inference. The book is essentially unique in its approach, with a focus on Bayesian methods, although classical methods are also covered. The ...

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