It is Paris, just after the end of the First World War. The reclusive writer Marcel Proust (Marcello Mazzarella) remembers his childhood & muses on the nature of time & memory. As he becomes increasingly absorbed in his art, the boundaries between reality & fiction begin to blur, & he becomes involved with many fantastic characters, such as the Baron de Charlus (John Malkovich), his sometime lover Charlie Morel (Vincent Perez), wartime veteran Robert de Saint-Loup (Pascal Greggory) & his wife Gilberte (Emmanuelle Beart)... ...

Focusing on Bayesian approaches & computations using the simulation-based methods, this book integrates mainstream approaches for time series modeling with the developments in methodology & applications of time series analysis. It presents overviews of several classes of models & related methodology for inference, & forecasting. ...

Presents an account of linear time series models & their application to the modeling & prediction of data collected sequentially in time. This book contains chapters on multivariate series & state-space models. It is suitable for students of statistics, mathematics, engineering, & the natural or social sciences. ...

Emphasizes basic methods for modeling linear dynamic systems. This book presents an understanding of basic concepts, such as multivariate random variables, stochastic processes, & regression-based methods. It covers topics that include spectral analysis, state space models, & recursive estimation. ...

This book presents an accessible approach to understanding time series models & their applications. The ideas & methods are illustrated with both real & simulated data sets. A unique feature of this edition is its integration with the R computing environment. ...

A graduate-level text which describes the recent dramatic changes that have taken place in the way that researchers analyze economic & financial time series. It explores such important innovations as vector regression, nonlinear time series models & the generalized methods of moments. ...