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Item Details
Title: HANDBOOK OF DISCRETE-VALUED TIME SERIES
By: Richard A. Davis (Editor), Scott H. Holan (Editor), Robert T. Lund (Editor)
Format: Hardback

List price: £155.00
Our price: £139.50
Discount:
10% off
You save: £15.50
ISBN 10: 1466577738
ISBN 13: 9781466577732
Availability: Usually dispatched within 1-3 weeks.
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Publisher: TAYLOR & FRANCIS INC
Pub. date: 15 December, 2015
Series: Chapman & Hall/CRC Handbooks of Modern Statistical Methods
Pages: 484
Synopsis: 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.
Illustrations: 80 black & white illustrations, 37 black & white tables
Publication: US
Imprint: CRC Press Inc
Returns: Returnable
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