Regression Models for Time Series Analysis by Benjamin Kedem
Look inside with Google Book Preview
Regression Models for Time Series Analysis
By Benjamin Kedem

Regression Models for Time Series Analysis

By (author) See other recent books by Benjamin Kedem See other recent books by Konstantinos Fokianos
Format: Hardback

Normal Price: $269.95
Your Price: $242.95 AUD, inc. GST
Shipping: $7.95 per order
You Save: $27.00! (10% off normal price)
Plus...earn $12.15 in Boomerang Bucks
Availability: Available Available to Backorder, No Due Date for Supply, Not for Xmas



Regression Models for Time Series Analysis by Benjamin Kedem

Book Description

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

Buy Regression Models for Time Series Analysis book by Benjamin Kedem from Australia's Online Bookstore, Boomerang Books.


Book Details

ISBN: 9780471363552
ISBN-10: 0471363553
Format: Hardback
(238mm x 166mm x 26mm)
Pages: 360
Imprint: John Wiley & Sons Inc
Publisher: John Wiley and Sons Ltd
Publish Date: 2-Sep-2002
Country of Publication: United States

Reviews

» Have you read this book? We'd like to know what you think about it - write a review about Regression Models for Time Series Analysis book by Benjamin Kedem and you'll earn 50c in Boomerang Bucks loyalty dollars (you must be a member - it's free to sign up!)

Write a book review


Author Biography - Benjamin Kedem

BENJAMIN KEDEM, PhD, is Professor of Mathematics at the University of Maryland. KONSTANTINOS FOKIANOS, PhD, is Assistant Professor in the Department of Mathematics and Statistics at the University of Cyprus.

Boomerang Bucks close

For every $20 you spend on books, you will receive $1 in Boomerang Bucks loyalty dollars. You can use your Boomerang Bucks as a credit towards a future purchase from Boomerang Books. Note that you must be a Member (free to sign up) and that conditions do apply.

Recent books by Benjamin Kedem close
»
Recent books by Konstantinos Fokianos close
Regression Models for Time Series Analysis by Konstantinos Fokianos
»
BoomerangBooks.com.au close