|
|
Searchable & 2021 updated Bibliography
Note that this 2010 1st edition is superceded by the 2021
2nd edition by Prado, Ferreira & West
that has many updates, new material, recent developments, exercises, etc.
LIST OF CHAPTERS: Prado & West, 1st edition, 2010
- Notation, definitions and basic inference
- Traditional linear time series models
- The frequency domain
- Dynamic linear models
- State-space TVAR models
- General state-space models
- Mixture models in time series
- Topics and examples in multiple time series
- Vector AR and ARMA models
- Multivariate DLMs and covariance models
|
