Time series analysis :
Wei, William W. S.
Time series analysis : univariate and multivariate methods / William W.S. Wei. - 2 ed. - Boston : Pearson Addison Wesley, 2006. - xxii, 614 p. : il., grafs., etc.
Includes index.
Cap. 1. Overview -- 2. Fundamental concepts -- 3. Stationary time series models -- 4. Nonstationary time series models -- 5. Forecasting -- 6. Model identification -- 7. Parameter estimation, diagnostic checking, and model selection -- 8. Seasonal time series models -- 9. Testing for a unit root -- 10. Intervention analysis and outlier detection -- 11. Fourier analysis -- 12. Spectral theory of stationary processes -- 13. Estimation of the spectrum -- 14. Transfer function models -- 15. Time series regression and GARCH models -- 16. Vector time series models -- 17. More on vector time series -- 18. State space models and the Kalman filter -- 19. Long memory and nonlinear processes -- 20. Aggregation and systematic sampling in time series.
Disponible en la Coleción General :
Biblioteca Central.
0321322169 (pasta blanda)
Time-Series Analysis
Estimation--Theory
519.5 / W415
Time series analysis : univariate and multivariate methods / William W.S. Wei. - 2 ed. - Boston : Pearson Addison Wesley, 2006. - xxii, 614 p. : il., grafs., etc.
Includes index.
Cap. 1. Overview -- 2. Fundamental concepts -- 3. Stationary time series models -- 4. Nonstationary time series models -- 5. Forecasting -- 6. Model identification -- 7. Parameter estimation, diagnostic checking, and model selection -- 8. Seasonal time series models -- 9. Testing for a unit root -- 10. Intervention analysis and outlier detection -- 11. Fourier analysis -- 12. Spectral theory of stationary processes -- 13. Estimation of the spectrum -- 14. Transfer function models -- 15. Time series regression and GARCH models -- 16. Vector time series models -- 17. More on vector time series -- 18. State space models and the Kalman filter -- 19. Long memory and nonlinear processes -- 20. Aggregation and systematic sampling in time series.
Disponible en la Coleción General :
Biblioteca Central.
0321322169 (pasta blanda)
Time-Series Analysis
Estimation--Theory
519.5 / W415