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Title Handbook of discrete-valued time series / edited by Richard A. Davis, Columbia University, USA [and three others]
Published Boca Raton : CRC Press, Taylor & Francis Group, [2016]
Online access available from:
ProQuest Ebook Central Subscription    View Resource Record  


Description 1 online resource (xix, 464 pages) : illustrations
Series Chapman & Hall/CRC handbooks of modern statistical methods
Chapman & Hall/CRC handbooks of modern statistical methods
Contents Section I: Methods for univariate count processes. Statistical analysis of count time series models: a GLM perspective -- Markov models for count time series -- Generalized linear autoregressive moving average models -- Count time series with observation-driven autoregressive parameter dynamics -- Renewal-based count time series -- State space models for count time series -- Estimating equation approaches for integer-valued time series models -- Dynamic Bayesian models for discrete-valued time series -- Section II: Diagnostics and applications. Model validation and diagnostics -- Detection of change points in discrete-valued time series -- Bayesian modeling of time series of counts with business applications -- Section III: Binary and categorical-valued time series. Hidden Markov models for discrete-valued time series -- Spectral analysis of qualitative time series -- Coherence consideration in binary time series analysis -- Section IV: Discrete-valued spatio-temporal processes. Hierarchical dynamic generalized linear mixed models for discrete-valued spatio-temporal data -- Hierarchical agent-based spatio-temporal dynamic models for discrete-valued data -- Autologistic regression models for spatio-temporal binary data -- Spatio-temporal modeling for small area health analysis -- Section V: Multivariate and long memory discrete-valued processes. Models for multivariate count time series -- Dynamic models for time series of counts with a marketing application -- Long memory discrete-valued time series
Summary "Model a Wide Range of Count Time Series Handbook of Discrete-Valued Time Series presents state-of-the-art methods for modeling time series of counts and incorporates frequentist and Bayesian approaches for discrete-valued spatio-temporal data and multivariate data. While the book focuses on time series of counts, some of the techniques discussed can be applied to other types of discrete-valued time series, such as binary-valued or categorical time series. Explore a Balanced Treatment of Frequentist and Bayesian Perspectives Accessible to graduate-level students who have taken an elementary class in statistical time series analysis, the book begins with the history and current methods for modeling and analyzing univariate count series. It next discusses diagnostics and applications before proceeding to binary and categorical time series. The book then provides a guide to modern methods for discrete-valued spatio-temporal data, illustrating how far modern applications have evolved from their roots. The book ends with a focus on multivariate and long-memory count series. Get Guidance from Masters in the FieldWritten by a cohesive group of distinguished contributors, this handbook provides a unified account of the diverse techniques available for observation- and parameter-driven models. It covers likelihood and approximate likelihood methods, estimating equations, simulation methods, and a Bayesian approach for model fitting."--Provided by publisher
Notes "A Chapman & Hall Book."
Bibliography Includes bibliographical references and index
Notes Online resource; title from electronic title page (ProQuest Ebook Central, viewed November 30, 2017)
Subject Discrete-time systems -- Mathematical models
Linear systems -- Mathematical models
Time-series analysis
Discrete-time systems -- Mathematical models.
MATHEMATICS -- Probability & Statistics -- General.
Time-series analysis.
Form Electronic book
Author Davis, Richard A., editor
Holan, Scott H., editor
Lund, Robert, editor
Ravishanker, Nalini, editor
ISBN 1466577746 (electronic book)
9781466577749 (electronic book)
(hardback ; acid-free paper)
(hardback ; acid-free paper)