Coverart for item
The Resource Handbook of discrete-valued time series, edited by Richard A. Davis, Columbia University, USA [and three others]

Handbook of discrete-valued time series, edited by Richard A. Davis, Columbia University, USA [and three others]

Label
Handbook of discrete-valued time series
Title
Handbook of discrete-valued time series
Statement of responsibility
edited by Richard A. Davis, Columbia University, USA [and three others]
Contributor
Editor
Subject
Genre
Language
eng
Summary
"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 FieldWritten 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."--Provided by publisher
Member of
Cataloging source
EBLCP
Dewey number
519.2
Illustrations
illustrations
Index
index present
LC call number
QA280
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
  • Davis, Richard A.
  • Holan, Scott H.
  • Lund, Robert
  • Ravishanker, Nalini
Series statement
Chapman & Hall/CRC handbooks of modern statistical methods
http://library.link/vocab/subjectName
  • Time-series analysis
  • Discrete-time systems
  • Linear systems
  • MATHEMATICS
  • MATHEMATICS
  • Discrete-time systems
  • Mathematical statistics
  • Time-series analysis
Label
Handbook of discrete-valued time series, edited by Richard A. Davis, Columbia University, USA [and three others]
Instantiates
Publication
Copyright
Note
"A Chapman & Hall Book."
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Section I: Methods for univariate count processes. Statistical analysis of count time series models: a GLM perspective -- Markov models for count time series -- Generalized linear autoregressive moving average models -- Count time series with observation-driven autoregressive parameter dynamics -- Renewal-based count time series -- State space models for count time series -- Estimating equation approaches for integer-valued time series models -- Dynamic Bayesian models for discrete-valued time series -- Section II: Diagnostics and applications. Model validation and diagnostics -- Detection of change points in discrete-valued time series -- Bayesian modeling of time series of counts with business applications -- Section III: Binary and categorical-valued time series. Hidden Markov models for discrete-valued time series -- Spectral analysis of qualitative time series -- Coherence consideration in binary time series analysis -- Section IV: Discrete-valued spatio-temporal processes. Hierarchical dynamic generalized linear mixed models for discrete-valued spatio-temporal data -- Hierarchical agent-based spatio-temporal dynamic models for discrete-valued data -- Autologistic regression models for spatio-temporal binary data -- Spatio-temporal modeling for small area health analysis -- Section V: Multivariate and long memory discrete-valued processes. Models for multivariate count time series -- Dynamic models for time series of counts with a marketing application -- Long memory discrete-valued time series
Control code
963695984
Extent
1 online resource (xix, 464 pages)
Form of item
online
Isbn
9781466577749
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other physical details
illustrations
Specific material designation
remote
System control number
(OCoLC)963695984
Label
Handbook of discrete-valued time series, edited by Richard A. Davis, Columbia University, USA [and three others]
Publication
Copyright
Note
"A Chapman & Hall Book."
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Section I: Methods for univariate count processes. Statistical analysis of count time series models: a GLM perspective -- Markov models for count time series -- Generalized linear autoregressive moving average models -- Count time series with observation-driven autoregressive parameter dynamics -- Renewal-based count time series -- State space models for count time series -- Estimating equation approaches for integer-valued time series models -- Dynamic Bayesian models for discrete-valued time series -- Section II: Diagnostics and applications. Model validation and diagnostics -- Detection of change points in discrete-valued time series -- Bayesian modeling of time series of counts with business applications -- Section III: Binary and categorical-valued time series. Hidden Markov models for discrete-valued time series -- Spectral analysis of qualitative time series -- Coherence consideration in binary time series analysis -- Section IV: Discrete-valued spatio-temporal processes. Hierarchical dynamic generalized linear mixed models for discrete-valued spatio-temporal data -- Hierarchical agent-based spatio-temporal dynamic models for discrete-valued data -- Autologistic regression models for spatio-temporal binary data -- Spatio-temporal modeling for small area health analysis -- Section V: Multivariate and long memory discrete-valued processes. Models for multivariate count time series -- Dynamic models for time series of counts with a marketing application -- Long memory discrete-valued time series
Control code
963695984
Extent
1 online resource (xix, 464 pages)
Form of item
online
Isbn
9781466577749
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other physical details
illustrations
Specific material designation
remote
System control number
(OCoLC)963695984

Library Locations

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      1020 Lowry Street, Columbia, MO, 65201, US
      38.944491 -92.326012
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