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 Field
Written 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.
Methods for Univariate Count Processes. Diagnostics and Applications. Binary and Categorical-Valued Time Series. Discrete-Valued Spatio-Temporal Processes. Multivariate and Long Memory Discrete-Valued Processes.
"This is an excellent and very timely book dedicated to statistical methods developed for analysis of discrete-valued time series. The field of time series analysis has been mainly focused on continuous models. In general, however, these models are not appropriate for time series with discrete values (e.g., counts, binary, and categorical data). This book puts together the state of- the-art methods that are developed in recent years to address this issue….
[T]his current edition is … a quite impressive book addressing a very challenging problem, and it should be considered the starting point for all researchers interested in this topic."
—Babak Shahbaba, University of California, Irvine, in Journal of the American Statistical Association, January 2018
"This book is rather more specialized in its coverage of the modelling of different observed count-process-based time series and would be suitable for statistical researchers and graduate students. It is enhanced with a good number of interesting examples...Generally, the book includes theoretical derivations and formulae that have been written in a readily understood and simple way and it makes it easy for the reader to follow the corresponding applications...Overall, this is a good authoritative source. The authors have gathered material within specific topics to make it a useful and easy reference for researchers who are interested in count data time series. This book is aimed at postgraduate students and it can be used as a research source."
—Safaa Kadhem, Plymouth University, Journal of the Royal Statistical Society, Series A, January 2017
"The analysis of discrete-valued time series has generated much interest amongst time series analysts in recent years...This book is a very important contribution to the analysis of discrete-valued time series...The handbook will be a very valuable source for anyone who is interested in the analysis of integer-valued processes and will