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A course in time series analysis / editors, Daniel Peña, George C. Tiao, Ruey S. Tsay

データ種別 電子ブック
出版者 New York : J. Wiley
出版年 ©2001
大きさ 1 online resource (xvii, 460 pages) : illustrations
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08703154 同時アクセス:無制限 9781118032978

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一般注記 Front Matter -- Introduction / Daniel Peña, George C Tiao -- Basic Concepts in Univariate Time Series. Univariate Time Series: Autocorrelation, Linear Prediction, Spectrum, and State-Space Model / G Tunnicliffe Wilson -- Univariate Autoregressive Moving-Average Models / George C Tiao -- Model Fitting and Checking, and the Kalman Filter / G Tunnicliffe Wilson -- Prediction and Model Selection / Daniel Peña -- Outliers, Influential Observations, and Missing Data / Daniel Peña -- Automatic Modeling Methods for Univariate Series / Victor Gómez, A. Maravall -- Seasonal Adjustment and Signal Extraction Time Series / Victor Gómez, A. Maravall -- Advanced Topics in Univariate Time Series. Heteroscedastic Models / Ruey S Tsay -- Nonlinear Time Series Models: Testing and Applications / Ruey S Tsay -- Bayesian Time Series Analysis / Ruey S Tsay -- Nonparametric Time Series Analysis: Nonparametric Regression, Locally Weighted Regression, Autoregression, and Quantile Regression / Siegfried Heiler -- Neural Network Models / Kurt Hornik, Friedrich Leisch -- Multivariate Time Series. Vector ARMA Models / George C Tiao -- Cointegration in the VAR Model / Søren Johansen -- Identification of Linear Dynamic Multiinput/Multioutput Systems / Manfred Deistler -- Index -- Wiley Series in Probability and Statistics
Includes bibliographical references and index
Univariate time series : autocorrelation, linear prediction, spectrum, and state-space model / G.T. Wilson -- Univariate autoregressive moving-average models / G.C. Tiao -- Model fitting and checking, and the Kalman filter / G.T. Wilson -- Prediction and model selection / D. Peña -- Outliers, influential observations, and missing data / D. Peña -- Automatic modeling methods for univariate series / V. Gómez and A. Maravall -- Seasonal adjustment and signal extraction time series / V. Gómez and A. Maravall -- Heteroscedastic models / R.S. Tsay -- Nonlinear time series models : testing and applications / R.S. Tsay -- Bayesian time series analysis / R.S. Tsay -- Nonparametric time series analysis : nonparametric regression, locally weighted regression, autoregression, and quantile regression / S. Heiler -- Neural network models / K. Hornik and F. Leisch -- Vector ARMA models / G.C. Tiao -- Cointegration in the VAR model / S. Johansen -- Identification of linear dynamic multiinput/multioutput systems / M. Deistler
Print version record
New statistical methods and future directions of research in time series A Course in Time Series Analysis demonstrates how to build time series models for univariate and multivariate time series data. It brings together material previously available only in the professional literature and presents a unified view of the most advanced procedures available for time series model building. The authors begin with basic concepts in univariate time series, providing an up-to-date presentation of ARIMA models, including the Kalman filter, outlier analysis, automatic methods for building ARIMA models, a
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Electronic reproduction [Place of publication not identified] HathiTrust Digital Library 2010 MiAaHDL
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002 http://purl.oclc.org/DLF/benchrepro0212 MiAaHDL
digitized 2010 HathiTrust Digital Library committed to preserve pda MiAaHDL
John Wiley and Sons Cataloging Partner Collection
著者標目 Peña, Daniel 1948-
Tiao, George C. 1933-
Tsay, Ruey S. 1951-
件 名 LCSH:Time-series analysis
CSHF:Série chronologique
分 類 LCC:QA280
DC22:519.5/5
書誌ID 8000278656
ISBN 9781118032978
URL

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