Vista normal Vista MARC Vista ISBD

Wei, William W S

Time series analysis : univariate and multivariate methods / William W. S. Wei. - Redwood City, Calif. : Addison-Wesley, 1990 - xv, 478 p. : il.

Incluye bibliografía

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. Intervention analysis and outlier detection -- 10. Fourier analysis -- 11. Spectral theory of stationary processes -- 12. Estimation of the spectrum -- 13. Transfer function models -- 14. Vector time series models -- 15. State space models and the Kalman filter -- 16. Aggregation and systematic sampling in time series -- References -- Time series data used for illustrations -- Statistical tables.

ISBN: 0201159112

Subjects--Topical Terms:
ANALISIS DE SERIES TEMPORALES
PROCESO ESTOCASTICO
PRONOSTICO
ESTIMACION DE PARAMETROS
TEORIA ESPECTRAL
ANALISIS DE FOURIER
FILTRO DE KALMAN
EJERCICIOS
ESTIMACION ESTADISTICA

Dewey Class. No.: 519.55