Regression Models for Time Series Analysis by Benjamin Kedem,... - 9780471363552

Regression Models for Time Series AnalysisAuthor(s): Benjamin Kedem, Konstantinos Fokianos\nFormat: Hardback\nPublisher: John Wiley & Sons Inc, United States\nImprint: Wiley-Interscience\nISBN-13: 9780471363552, 978-0471363552\nSynopsis\nA thorough review of the most current regression methods in time series analysis\n 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.\n 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 sos