
Time Series: Modeling, Computation and Inference
Chapman & Hall/CRC, The Taylor Francis Group
Raquel Prado, Marco A.R. Ferreira & Mike West
 2nd edition, 2021
 Available at CRC web page
 ISBN: 9781498747028
 eBook ISBN: 9781351259422


Searchable & 2021 uptodate Bibliography
LIST OF CHAPTERS: Prado, Ferreira & West, 2nd edition, 2021
 Notation, definitions and basic inference
 Traditional linear time series models
 The frequency domain
 Dynamic linear models
 Statespace TVAR models
 General statespace models
 Mixture models in time series
 Topics and examples in multiple time series
 Vector AR and ARMA models
 General classes of multivariate dynamic models
 Latent factor models
This is an updated and extended version of the 2010 1st edition by Prado & West
