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

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

Hardcover

Series: Chapman & Hall/CRC Texts in Statistical Science

Probability & Statistics

ISBN10: 1498747027
ISBN13: 9781498747028
Publisher: CRC Press
Published: Jul 27 2021
Pages: 452
Weight: 1.65
Height: 1.10 Width: 6.10 Depth: 9.30
Language: English

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.

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Probability & Statistics