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Time Series: Theory and Methods

By: Contributor(s): Language: English Series: Springer Series in Statistics | Bickel, P. (Ed.) | Diggle, P. (Ed.) | Fienberg, S. (Ed.) | et alPublication details: Springer Science and Business Media 2006Edition: 2. EdDescription: xvi, 577 ppISBN:
  • 978-1-4419-0319-8
Subject(s): DDC classification:
  • 519 Probabilities and applied mathematics
Online resources:
Contents:
from the Table of Contents: Preface; Stationary Time Series; Hilbert Spaces; Stationary ARMA Processes; The Spectral Representation of a Stationary Process; Prediction of Stationary Processes; Asymptotic Theory; Estimation of the Mean and the Autocovariance Function; Estimation for ARMA Models; Model Building and Forecasting with ARIMA Processes; Inference for the Spectrum of a Stationary Process; Multivariate Time Series; State-Space Models and the Kalman Recursions; Further Topics; Appendix: Data Sets; Bibliography;
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Loanable Institute for Advanced Studies (IHS) Book 19918-A+i Available IHS103199500

from the Table of Contents: Preface; Stationary Time Series; Hilbert Spaces; Stationary ARMA Processes; The Spectral Representation of a Stationary Process; Prediction of Stationary Processes; Asymptotic Theory; Estimation of the Mean and the Autocovariance Function; Estimation for ARMA Models; Model Building and Forecasting with ARIMA Processes; Inference for the Spectrum of a Stationary Process; Multivariate Time Series; State-Space Models and the Kalman Recursions; Further Topics; Appendix: Data Sets; Bibliography;

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