Time Series Analysis: Univariate And Multivariate Methods - Rilegato

Wei, William W. S.

Rilegato

ISBN 10: 0321322169 ISBN 13: 9780321322166

Casa editrice: Pearson College Div, 2005

Riassunto

With its broad coverage of methodology, this comprehensive book is a useful learning and reference tool for those in applied sciences where analysis and research of time series is useful. Its plentiful examples show the operational details and purpose of a variety of univariate and multivariate time series methods. Numerous figures, tables and real-life time series data sets illustrate the models and methods useful for analyzing, modeling, and forecasting data collected sequentially in time. The text also offers a balanced treatment between theory and applications.

 

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 the Kalman Filter. Long Memory and Nonlinear Processes. Aggregation and Systematic Sampling in Time Series.

 

For all readers interested in time series analysis.

Su questo libro

Product Description:

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Su questa edizione

• Editore: Pearson College Div
• Data di pubblicazione: 2005
• ISBN 10: 0321322169
• ISBN 13: 9780321322166
• Rilegatura: Copertina rigida
• Numero edizione: 2
• Numero di pagine: 614