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Titolo: Time Series Analysis - Univariate and ...
Condizione libro: New
Ship out in 2 business day, And Fast shipping, Free Tracking number will be provided after the shipment.Pages Number: 597 Publisher: China Renmin University Press Pub. Date :2009-4-1. This book not only for the univariate and multivariate time series in time domain and frequency domain analysis provides a comprehensive introduction. and the book contains a number of univariate and multivariate time series model of the new developments. such as inverse autocorrelation functions. extended sample autocorrelation function. interference analysis and interference detection. vector autoregressive moving average models. partial autocorrelation lag matrix function. the local process. state-space model. Kalman filtering. non-seasonal and seasonal unit root test model and many other content. Book combines a large number of application examples illustrate the application of time series analysis methods. which greatly facilitates the readers of these methods of learning and understanding. Contents: Chapter 1 Overview Chapter 2 Chapter 3 the basic concepts of stationary time series model of Chapter 4 of non-stationary time series forecasting model Chapter 5 Chapter 6 Chapter 7 model identification parameter estimation. diagnostic tests and model selection in Chapter 8 season of time-series model Chapter 9 Chapter 10. the unit root test intervention analysis and outlier test Chapter 11 Chapter 12 Fourier analysis of the spectral theory of stationary process spectral estimation Chapter 13 Chapter 14 Chapter 15 conversion function model and time series regression garch model Chapter 16 vector time series model vector time series Chapter 17 Chapter 18 of the in-depth state-space model and Kalman Filter Chapter 19 process of long memory and nonlinear time series in Chapter 20 of the accumulation and systematic sampling reference Names Glossary AppendixFour Satisfaction guaranteed,or money back. Codice inventario libreria L84696
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Libreria AbeBooks dal: 7 aprile 2009
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