Handbook of discrete-valued time series:
Gespeichert in:
| Weitere Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Boca Raton ; London ; New York
CRC Press
2020
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| Ausgabe: | [pbk ed.] |
| Schriftenreihe: | Chapman & Hall/CRC handbooks of modern statistical methods
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| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Literaturangaben |
| Beschreibung: | xix, 464 Seiten Illustrationen |
| ISBN: | 9780367570392 |
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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
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| adam_text | 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 Tjøstheim 5. Renewal-Based Count Time Series....................................................................... 101 Robert Lund and James Livsey 6. State Space Models for Count Time Series............................................................121 Richard A. Danis 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 P.M. McCabe, and A.R. Tremayne vii
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 III 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. Hoian 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 Corbemn-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. Hoian, and James Livsey Index............................................................................................................................... 459
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| adam_txt |
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 Tjøstheim 5. Renewal-Based Count Time Series. 101 Robert Lund and James Livsey 6. State Space Models for Count Time Series.121 Richard A. Danis 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 P.M. McCabe, and A.R. Tremayne vii
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 III 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. Hoian 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 Corbemn-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. Hoian, and James Livsey Index. 459 |
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| isbn | 9780367570392 |
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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) [pbk ed.] Boca Raton ; London ; New York CRC Press 2020 xix, 464 Seiten Illustrationen txt rdacontent n rdamedia nc rdacarrier Chapman & Hall/CRC handbooks of modern statistical methods Literaturangaben Statistik (DE-588)4056995-0 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf Diskrete Verteilung (DE-588)4150183-4 gnd rswk-swf Bayes-Verfahren (DE-588)4204326-8 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Diskrete Verteilung (DE-588)4150183-4 s Zeitreihenanalyse (DE-588)4067486-1 s Bayes-Verfahren (DE-588)4204326-8 s Statistik (DE-588)4056995-0 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 Digitalisierung UB Passau - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=032225670&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Handbook of discrete-valued time series Statistik (DE-588)4056995-0 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd Diskrete Verteilung (DE-588)4150183-4 gnd Bayes-Verfahren (DE-588)4204326-8 gnd |
| subject_GND | (DE-588)4056995-0 (DE-588)4067486-1 (DE-588)4150183-4 (DE-588)4204326-8 (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_exact_search_txtP | 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 | Statistik (DE-588)4056995-0 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd Diskrete Verteilung (DE-588)4150183-4 gnd Bayes-Verfahren (DE-588)4204326-8 gnd |
| topic_facet | Statistik Zeitreihenanalyse Diskrete Verteilung Bayes-Verfahren Aufsatzsammlung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=032225670&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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