A course in time series analysis /
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| Imprint: | New York : John Wiley, c2001. |
|---|---|
| Description: | xvii, 460 p. : ill. ; 25 cm. |
| Language: | English |
| Series: | Wiley series in probability and statistics : probability and statistics section. Wiley series in probability and statistics. Probability and statistics. |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/4375623 |
MARC
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| 020 | |a 047136164X (cloth : alk. paper) | ||
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| 050 | 0 | 0 | |a QA280 |b .C66 2001 |
| 082 | 0 | 0 | |a 519.5/5 |2 21 |
| 245 | 0 | 2 | |a A course in time series analysis / |c edited by Daniel Peña, George C. Tiao, Ruey S. Tsay. |
| 260 | |a New York : |b John Wiley, |c c2001. | ||
| 300 | |a xvii, 460 p. : |b ill. ; |c 25 cm. | ||
| 336 | |a text |b txt |2 rdacontent |0 http://id.loc.gov/vocabulary/contentTypes/txt | ||
| 337 | |a unmediated |b n |2 rdamedia |0 http://id.loc.gov/vocabulary/mediaTypes/n | ||
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| 490 | 1 | |a Wiley series in probability and statistics : probability and statistics section. | |
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | 0 | |t About ECAS -- |g 1. |t Introduction / |r D. Pena and G. C. Tiao -- |g 2. |t Univariate Time Series: Autocorrelation, Linear Prediction, Spectrum, and State-Space Model / |r G. T. Wilson -- |g 3. |t Univariate Autoregressive Moving-Average Models / |r G. C. Tiao -- |g 4. |t Model Fitting and Checking, and the Kalman Filter / |r G. T. Wilson -- |g 5. |t Prediction and Model Selection / |r D. Pena -- |g 6. |t Outliers, Influential Observations, and Missing Data / |r D. Pena -- |g 7. |t Automatic Modeling Methods for Univariate Series / |r V. Gomez and A. Maravall -- |g 8. |t Seasonal Adjustment and Signal Extraction Time Series / |r V. Gomez and A. Maravall -- |g 9. |t Heteroscedastic Models / |r R. S. Tsay -- |g 10. |t Nonlinear Time Series Models: Testing and Applications / |r R. S. Tsay -- |g 11. |t Bayesian Time Series Analysis / |r R. S. Tsay -- |g 12. |t Nonparametric Time Series Analysis: Nonparametric Regression, Locally Weighted Regression, Autoregression, and Quantile Regression / |r S. Heiler -- |g 13. |t Neural Network Models / |r K. Hornik and F. Leisch -- |g 14. |t Vector ARMA Models / |r G. C. Tiao -- |g 15. |t Cointegration in the VAR Model / |r S. Johansen -- |g 16. |t Identification of Linear Dynamic Multiinput/Multioutput Systems / |r M. Deistler. |
| 650 | 0 | |a Time-series analysis. |0 http://id.loc.gov/authorities/subjects/sh85135430 | |
| 650 | 7 | |a Time-series analysis. |2 fast |0 http://id.worldcat.org/fast/fst01151190 | |
| 700 | 1 | |a Peña, Daniel, |d 1948- |0 http://id.loc.gov/authorities/names/n00004265 |1 http://viaf.org/viaf/120381269 | |
| 700 | 1 | |a Tiao, George C., |d 1933- |0 http://id.loc.gov/authorities/names/n81074311 |1 http://viaf.org/viaf/19742964 | |
| 700 | 1 | |a Tsay, Ruey S., |d 1951- |0 http://id.loc.gov/authorities/names/n00004264 |1 http://viaf.org/viaf/85284504 | |
| 830 | 0 | |a Wiley series in probability and statistics. |p Probability and statistics. |0 http://id.loc.gov/authorities/names/n98048834 | |
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