An edition of A course in time series analysis (2001)

A course in time series analysis

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Cover of: A course in time series analysis by Ruey S. Tsay
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Last edited by ImportBot
March 28, 2025 | History
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An edition of A course in time series analysis (2001)

A course in time series analysis

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Publish Date
Publisher
J. Wiley, Wiley-Interscience, Wiley
Language
English
Pages
460

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Subjects

Time-series analysis
Edition Availability
Cover of: A course in time series analysis
A course in time series analysis
2001, J. Wiley, Wiley-Interscience, Wiley
in English

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Book Details

Table of 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. Peña
Outliers, influential observations, and missing data / D. Peña
Automatic modeling methods for univariate series / V. Gómez and A. Maravall
Seasonal adjustment and signal extraction time series / V. Gómez 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.

Edition Notes

Includes bibliographical references and index.

Published in
New York
Series
Wiley series in probability and statistics

Classifications

Library of Congress
QA280 .C66 2001, QA280 .C66 2001, QA280.C66 2001

The Physical Object

Pagination
xvii, 460 p. :
Number of pages
460

Edition Identifiers

Open Library
OL18162693M
ISBN 10
047136164X
LCCN
00038131
LibraryThing
5165146
Goodreads
2336312

Work Identifiers

Work ID
OL19838364W

Source records

Internet Archive item record
Library of Congress MARC record
Better World Books record
Promise Item
amazon.com record
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History

Download catalog record: RDF / JSON / OPDS | Wikipedia citation
March 28, 2025 Edited by ImportBot Redacting ocaids
May 24, 2023 Edited by ImportBot import existing book
April 11, 2023 Edited by ImportBot import existing book
February 28, 2023 Edited by ImportBot import existing book
October 11, 2008 Created by ImportBot Imported from Oregon Libraries MARC record