Time series analysis : univariate and multivariate methods / William W. S. Wei.
Tipo de material:
TextoDetalles de publicación: Redwood City, Calif. : Addison-Wesley, 1990Descripción: xv, 478 p. : ilISBN: - 0201159112
- 519.55
Contenidos:
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.
| Tipo de ítem | Biblioteca actual | Signatura topográfica | URL | Estado | Fecha de vencimiento | Código de barras | |
|---|---|---|---|---|---|---|---|
Libro
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Biblioteca Manuel Belgrano | 519.55 W 39803 (Navegar estantería(Abre debajo)) | Enlace al recurso | Disponible | 39803 |
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.
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