Description |
xvii, 460 p. : ill. ; 24 cm. |
Series |
Wiley series in probability and statistics
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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. Peņa -- Outliers, influential observations, and missing data / D. Peņa -- 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.
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Added Author |
Peņa, Daniel, 1948-
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Tiao, George C., 1933-
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Tsay, Ruey S., 1951-
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ISBN |
047136164X (cloth : alk. paper) |
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