| 000 | 01161nam a22001697a 4500 | ||
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| 008 | 141118b xxu||||| |||| 00| 0 eng d | ||
| 020 | _a0321322169 | ||
| 050 | _aQA280.W45 | ||
| 100 | _aWei, William W. S. | ||
| 245 |
_aTime series analysis: _bunivariate an multivariate methods. / _cWilliam W. S. Wei |
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| 250 | _a2nd ed. | ||
| 260 |
_aBoston: _bPearson, _c2006. |
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| 300 |
_axxii, 614p.: _bill; _c23cm |
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| 500 | _aIncludes appendix and index. | ||
| 505 | _aContent: 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. | ||
| 942 |
_2lcc _cBK |
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| 999 |
_c5261 _d12761 |
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