Handbook of discrete-valued time series:
Gespeichert in:
| Weitere Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Boca Raton ; London ; New York
CRC Press
[2016]
|
| Schriftenreihe: | Chapman & Hall/CRC handbooks of modern statistical methods
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis Inhaltsverzeichnis |
| Beschreibung: | Literaturangaben |
| Beschreibung: | xix, 464 Seiten Illustrationen |
| ISBN: | 9781466577732 |
Internformat
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| 245 | 1 | 0 | |a Handbook of discrete-valued time series |c edited by Richard A. Davis (Columbia University, USA), Scott H. Holan (University of Missouri, USA), Robert Lund (Clemson University, USA), Nalin Ravishanker (University of Connecticut, USA) |
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Datensatz im Suchindex
| _version_ | 1804175950562197504 |
|---|---|
| adam_text | Titel: Handbook of discrete-valued time series
Autor: Davis, Richard A
Jahr: 2016
Contents
Preface..................................................................................................xi
Editors.................................................................................................xv
Contributors........................................................................................ xvii
Section I Methods for Univariate Count Processes
1. Statistical Analysis of Count Time Series Models: A GLM Perspective..............3
Konstantinos Fokianos
2. Markov Models for Count Time Series...................................................29
Harry Joe
3. Generalized Linear Autoregressive Moving Average Models........................51
William T.M. Dunsmuir
4. Count Time Series with Observation-Driven Autoregressive Parameter
Dynamics.......................................................................................77
Dag Tj0stheim
5. Renewal-Based Count Time Series.......................................................101
Robert Lund and James Livsey
6. State Space Models for Count Time Series..............................................121
Richard A. Davis and William T.M. Dunsmuir
7. Estimating Equation Approaches for Integer-Valued Time Series Models........145
Aerambamoorthy Thavaneswaran and Nalini Ravishanker
8. Dynamic Bayesian Models for Discrete-Valued Time Series........................165
Dani Gamerman, Carlos A. Abanto-Valle, Ralph S. Silva, and Thiago G. Martins
Section II Diagnostics and Applications
9. Model Validation and Diagnostics........................................................189
Robert C. Jung, Brendan RM. McCabe, and A.R. Tremayne
vu
viii Contents
10. Detection of Change Points in Discrete-Valued Time Series........................219
Claudia Kirch and Joseph Tadjuidje Kamgaing
11. Bayesian Modeling of Time Series of Counts with Business Applications.......245
Refik Soyer, Tevfik Aktekin, and Bumsoo Kim
Section HI Binary and Categorical-Valued Time Series
12. Hidden Markov Models for Discrete-Valued Time Series...........................267
Iain L. MacDonald and Walter Zucchini
13. Spectral Analysis of Qualitative Time Series...........................................287
David Stoffer
14. Coherence Consideration in Binary Time Series Analysis...........................311
Benjamin Kedem
Section IV Discrete-Valued Spatio-Temporal Processes
15. Hierarchical Dynamic Generalized Linear Mixed Models for Discrete-Valued
Spatio-Temporal Data.......................................................................327
Scott H. Holan and Christopher K. Wikle
16. Hierarchical Agent-Based Spatio-Temporal Dynamic Models
for Discrete-Valued Data....................................................................349
Christopher K. Wikle and Mevin B. Hooten
17. Autologistic Regression Models for Spatio-Temporal Binary Data.................367
Jun Zhu and Yanbing Zheng
18. Spatio-Temporal Modeling for Small Area Health Analysis.........................387
Andrew B. Lawson and Ana Corberân-Vallet
Section V Multivariate and Long Memory
Discrete-Valued Processes
19. Models for Multivariate Count Time Series............................................407
Dimitris Karlis
Contents ix
20. Dynamic Models for Time Series of Counts with a Marketing Application......425
Nalini Ravishanker, Rajkumar Venkatesan, and Shan Hu
21. Long Memory Discrete-Valued Time Series.............................................447
Robert Lund, Scott H. Holan, and James Livsey
Index..................................................................................................459
|
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| indexdate | 2024-07-10T07:24:26Z |
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| isbn | 9781466577732 |
| language | English |
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| spelling | Handbook of discrete-valued time series edited by Richard A. Davis (Columbia University, USA), Scott H. Holan (University of Missouri, USA), Robert Lund (Clemson University, USA), Nalin Ravishanker (University of Connecticut, USA) Boca Raton ; London ; New York CRC Press [2016] xix, 464 Seiten Illustrationen txt rdacontent n rdamedia nc rdacarrier Chapman & Hall/CRC handbooks of modern statistical methods Literaturangaben Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf Diskrete Verteilung (DE-588)4150183-4 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Diskrete Verteilung (DE-588)4150183-4 s Zeitreihenanalyse (DE-588)4067486-1 s b DE-604 Davis, Richard A. 1952- (DE-588)173920608 edt Holan, Scott H. Sonstige (DE-588)1081826487 oth Lund, Robert Sonstige (DE-588)1081826525 oth Ravishanker, Nalini Sonstige (DE-588)171151429 oth DE-601 pdf/application http://www.gbv.de/dms/bowker/toc/9781466577732.pdf Inhaltsverzeichnis HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028802304&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Handbook of discrete-valued time series Zeitreihenanalyse (DE-588)4067486-1 gnd Diskrete Verteilung (DE-588)4150183-4 gnd |
| subject_GND | (DE-588)4067486-1 (DE-588)4150183-4 (DE-588)4143413-4 |
| title | Handbook of discrete-valued time series |
| title_auth | Handbook of discrete-valued time series |
| title_exact_search | Handbook of discrete-valued time series |
| title_full | Handbook of discrete-valued time series edited by Richard A. Davis (Columbia University, USA), Scott H. Holan (University of Missouri, USA), Robert Lund (Clemson University, USA), Nalin Ravishanker (University of Connecticut, USA) |
| title_fullStr | Handbook of discrete-valued time series edited by Richard A. Davis (Columbia University, USA), Scott H. Holan (University of Missouri, USA), Robert Lund (Clemson University, USA), Nalin Ravishanker (University of Connecticut, USA) |
| title_full_unstemmed | Handbook of discrete-valued time series edited by Richard A. Davis (Columbia University, USA), Scott H. Holan (University of Missouri, USA), Robert Lund (Clemson University, USA), Nalin Ravishanker (University of Connecticut, USA) |
| title_short | Handbook of discrete-valued time series |
| title_sort | handbook of discrete valued time series |
| topic | Zeitreihenanalyse (DE-588)4067486-1 gnd Diskrete Verteilung (DE-588)4150183-4 gnd |
| topic_facet | Zeitreihenanalyse Diskrete Verteilung Aufsatzsammlung |
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