000 | 01578nam a2200313 a 4500 | ||
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003 | arcduce | ||
005 | 20231004144222.0 | ||
007 | t| | ||
008 | 220324s1990 cau||||| |||| 00| 0 eng d | ||
020 | _a0201159112 | ||
040 |
_aarcduce _carcduce |
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082 | 0 | _a519.55 | |
100 | _aWei, William W S | ||
245 | 1 | 0 |
_aTime series analysis : _bunivariate and multivariate methods / _cWilliam W. S. Wei. |
260 |
_aRedwood City, Calif. : _bAddison-Wesley, _c1990 |
||
300 |
_axv, 478 p. : _bil. |
||
504 | _aIncluye bibliografía | ||
505 | 0 | _a1. 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. | |
650 | 4 |
_aANALISIS DE SERIES TEMPORALES _9438 |
|
650 | 4 |
_aPROCESO ESTOCASTICO _9435 |
|
650 | _aPRONOSTICO | ||
650 | _aESTIMACION DE PARAMETROS | ||
650 | _aTEORIA ESPECTRAL | ||
650 | _aANALISIS DE FOURIER | ||
650 | _aFILTRO DE KALMAN | ||
650 | _aEJERCICIOS | ||
650 | _aESTIMACION ESTADISTICA | ||
942 |
_cLIBR _j519.55 W 39803 _2ddc |
||
999 |
_c1582 _d1582 |