01161nam a22001697a 4500 141118b xxu||||| |||| 00| 0 eng d 0321322169 QA280.W45 Wei, William W. S. Time series analysis: univariate an multivariate methods. / William W. S. Wei 2nd ed. Boston: Pearson, 2006. xxii, 614p.: ill; 23cm 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. lcc BK 5261 12761 0 0 lcc 0 0 WIUC-1 WIUC-1 SPECIAL COLL 2014-11-18 0 QA280.W45 7447/476/13 2014-11-18 00:00:00 1 2014-11-18 BK