univariate an multivariate methods Wei, William W. S. creator text xxu Boston Pearson 2006 2nd ed. monographic eng

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xxii, 614p.: ill; 23cm 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. William W. S. Wei Includes appendix and index. QA280.W45 0321322169 141118