Regression Models for Time Series Analysis (Wiley Series in Prob... Cover Art

Regression Models for Time Series Analysis (Hardcover)

By: Benjamin Kedem (Author) and Konstantinos Fokianos (Author)


List Price: $177.00
Current Price: $144.25
You Save: $32.75 (19%)
Download eBook

Search Inside


Also available from:

Provider Name Price From Condition Buy
1   Biblio $72.99 New Buy
2   Alibris $86.11 New Buy
 
3   Textbooks $71.80 Used Buy
4   Biblio $98.48 Used Buy

Ebook Download

  • Editions available from:

Product Description



Run a Quick Search on "Regression Models for Time Series Analysis" by Benjamin Kedem and Konstantinos Fokianos to Browse Related Products:

Browse more products related to "Regression Models for Time Series Analysis"

Browse more products related to "Benjamin Kedem and Konstantinos Fokianos"


Short Desription

A thorough review of the most current regression methods in time series analysis
Regression methods have been an integral part of time series analysis for over a century. Recently, new developments have made major strides in such areas as non-continuous data where a linear model is not appropriate. This book introduces the reader to newer developments and more diverse regression models and methods for time series analysis.
Accessible to anyone who is familiar with the basic modern concepts of statistical inference, Regression Models for Time Series Analysis provides a much-needed examination of recent statistical developments. Primary among them is the important class of models known as generalized linear models (GLM) which provides, under some conditions, a unified regression theory suitable for continuous, categorical, and count data.
The authors extend GLM methodology systematically to time series where the primary and covariate data are both random and stochastically dependent. They introduce readers to various regression models developed during the last thirty years or so and summarize classical and more recent results concerning state space models. To conclude, they present a Bayesian approach to prediction and interpolation in spatial data adapted to time series that may be short and/or observed irregularly. Real data applications and further results are presented throughout by means of chapter problems and complements.
Notably, the book covers:
* Important recent developments in Kalman filtering, dynamic GLMs, and state-space modeling
* Associated computational issues such as Markov chain, Monte Carlo, and the EM-algorithm
* Prediction and interpolation
* Stationary processes



Customer Reviews for "Regression Models for Time Series Analysis (Hardcover)" by Benjamin Kedem (Author) and Ko...

There are no customer reviews yet. Be the first to write a review!

Submit your Review




Explore More Great Tower Sales & Specials



Tower.com Sales, Promotions & Special Features

Tower.com Sales & Boutiques

  • Tower Essentials Sale
    Visit the Essentials Sale for a wide selection and huge savings on your favorite music, DVD, Blu-ray and Books.
  • Great Gift Ideas
    Tower has Great Gift Ideas and Huge Savings on Your Favorite Music, CDs, DVDs, Books and More at Prices that Make Giving A Breeze!

Interact with Tower.com