000 01578nam a2200313 a 4500
003 arcduce
005 20231004144222.0
007 t|
008 220324s1990 cau||||| |||| 00| 0 eng d
020 _a0201159112
040 _aarcduce
_carcduce
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