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Time Series

Modeling, Computation, and Inference, Second Edition

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

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Time Series

Modeling, Computation, and Inference, Second Edition

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

• Expanded on aspects of core model theory and methodology. • Multiple new examples and exercises. • Detailed development of dynamic factor models. • Updated discussion and connections with recent and current research frontiers.

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Page Count

473

Publisher

CRC Press

Published Date

ISBN 10

1498747043

ISBN 13

9781498747042

Multiscale Modeling

A Bayesian Perspective

By: Marco A.R. Ferreira,Herbert K.H. Lee

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Multiscale Modeling

A Bayesian Perspective

By: Marco A.R. Ferreira,Herbert K.H. Lee

This highly useful book contains methodology for the analysis of data that arise from multiscale processes. It brings together a number of recent developments and makes them accessible to a wider audience. Taking a Bayesian approach allows for full accounting of uncertainty, and also addresses the delicate issue of uncertainty at multiple scales. These methods can handle different amounts of prior knowledge at different scales, as often occurs in practice.

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