| Description |
xvii, 460 p. : ill. ; 25 cm. |
| Collection |
Wiley series in probability and statistics. Probability and statistics section |
|
Wiley series in probability and statistics. Probability and statistics.
|
| Notes |
"A Wiley-Interscience publication." |
| 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. Peไna -- Outliers, influential observations, and missing data / D. Peไna -- Automatic modeling methods for univariate series / V. Gโomez and A. Maravall -- Seasonal adjustment and signal extraction time series / V. Gโomez 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. |
| Sujet |
Time-series analysis.
|
|
Statistics.
|
|
Time.
|
| Autre Auteur |
Peไna, Daniel, 1948-
|
|
Tiao, George C., 1933-
|
|
Tsay, Ruey S., 1951-
|
| ISBN |
047136164X (cloth : alk. paper) |
|
