TY  - BOOK
AU  - Wei,William W.S.
TI  - Time series analysis: univariate and multivariate methods 
SN  - 0321322169
U1  - 519.5 22 ed
PY  - 2006///
CY  - Boston
PB  - Pearson Addison Wesley
KW  - Time-Series Analysis
KW  - Estimation
KW  - Theory
N1  - 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
ER  -