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Title A course in time series analysis / edited by Daniel Peņa, George C. Tiao, Ruey S. Tsay.

Imprint New York, N.Y. : John Wiley & Sons, c2001.

Copies

Location Call No. OPAC Message Status
 Axe 2nd Floor Stacks  519.55 C834    ---  Available
Description xvii, 460 p. : ill. ; 24 cm.
Series Wiley series in probability and statistics
Bibliography Includes bibliographical references and index.
Contents Univariate time series : autocorrelation, linear prediction, spectrum, and state-space model / G. T. Wilson -- Univariate autoregressive moving-average models / G. C. Tiao -- Model fitting and checking, and the Kalman filter / G. T. Wilson -- Prediction and model selection / D. Pe~na -- Outliers, influential observations, and missing data / D. Pe~na -- Automatic modeling methods for univariate series / V. Gomez and A. Maravall -- Seasonal adjustment and signal extraction time series / V. Gomez and A. Maravall -- Heteroscedastic models / R. S. Tsay -- Nonlinear time series models : testing and applications / R. S. Tsay -- Bayesian time series analysis / R. S. Tsay -- Nonparametric time series analysis : nonparametric regression, locally weighted regression, autoregression, and quantile regression / S. Heiler -- Neural network models / K. Hornik and F. Leisch -- Vector ARMA models / G. C. Tiao -- Cointegration in the VAR model / S. Johansen -- Identification of linear dynamic multiinput/multioutput systems / M. Deistler.
Subject Time-series analysis.
Added Author Peņa, Daniel, 1948-
Tiao, George C., 1933-
Tsay, Ruey S., 1951-
ISBN 047136164X (cloth : alk. paper)

 
    
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