TY  - BOOK
AU  - Hamilton, James Douglas
TI  - Time series analysis
SN  - 0-691-04289-6
U1  - 519.55 
PY  - 1994///
CY  - Princeton, N.J.
PB  - Princeton University Press
KW  - ANALISIS DE SERIES TEMPORALES
KW  - ECUACIONES DIFERENCIALES
KW  - MODELO ARIMA
KW  - TEORIA ESPECTRAL
KW  - MODELO DE REGRESION
KW  - ECUACIONES SIMULTANEAS
KW  - VECTORES AUTORREGRESIVOS
KW  - FILTRO DE KALMAN
KW  - EJERCICIOS
KW  - MODELO ARMAX
KW  - ANALISIS ESPECTRAL
N1  - Incluye bibliografía; 1. Difference equations -- 2. Lang operators -- 3. Stationary ARMA processes -- 4. Forecasting -- 5. Maximum likelihood estimation -- 6. Spectral analysis -- 7. Asymptotic distribution theory -- 8. Linear regression models -- 9. Linear systems of simultaneous equations -- 10. Covariance-stationary vector processes -- 11. Vector autoregressions -- 12. Bayesian analysis -- 13. The Kalman filter -- 14. Generalized method of moments -- 15. Models of nonstationary time series -- 16. Processes with deterministic time trends -- 17. Univariate processes with unit roots -- 18. Unit roots in multivariate time series -- 19. Cointegration -- 20. Full-information maximum likelihood analysis of cointegrated systems -- 21. Time series models of heteroscedasticity -- 22. Modeling time series with changes in regime -- A. Mathematical review -- B. Statistical tables -- C. Answers to selected exercises -- D. Greek letters and mathematical symbols used in the text
UR  - http://www.ru.ac.bd/stat/wp-content/uploads/sites/25/2019/03/101_06_Feller_An-Introduction-to-Probability-Theory-and-Its-Applications-Vol.-2.pdf
ER  -