Time series analysis: univariate an multivariate methods. / William W. S. Wei
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TextPublication details: Boston: Pearson, 2006.Edition: 2nd edDescription: xxii, 614p.: ill; 23cmISBN: - 0321322169
- QA280.W45
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WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY | QA280.W45 (Browse shelf(Opens below)) | 1 | Available | 7447/476/13 |
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Includes appendix and index.
Content: Overview -- Fundamental concepts -- Stationary time series models -- Nonstationary time series models -- Forecasting -- Model identification -- Parameter estimation, diagnostic checking, and model selection -- Seasonal time series models -- Testing for a unit root -- Intervention analysis and outlier detection -- Fourier analysis -- Spectral theory of stationary processes -- Estimation of the spectrum -- Transfer function models -- Time series regression and GARCH models -- Vector time series models -- More on vector time series -- State space models and kalman filter -- Long memory and nonlinear processes -- Aggregation and systematic sampling in time series.
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