The foundations of modern time series analysis:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Basingstoke [u..a]
Palgrave Macmillan
2011
|
| Ausgabe: | 1. publ. |
| Schriftenreihe: | Palgrave advanced texts in econometrics series
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Incl. bibliogr. references and index |
| Beschreibung: | XIV, 461 S. graph. Darst. |
| ISBN: | 9780230290181 |
Internformat
MARC
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| 100 | 1 | |a Mills, Terence C. |d 1952- |e Verfasser |0 (DE-588)129450790 |4 aut | |
| 245 | 1 | 0 | |a The foundations of modern time series analysis |c Terence C. Mills |
| 250 | |a 1. publ. | ||
| 264 | 1 | |a Basingstoke [u..a] |b Palgrave Macmillan |c 2011 | |
| 300 | |a XIV, 461 S. |b graph. Darst. | ||
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Datensatz im Suchindex
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|---|---|
| adam_text | Contents
List
of Tables
vi
List of Figures
ix
1
Prolegomenon: A Personal Perspective and an Explanation
of the Structure of the Book
1
2
Yule and Hooker and the Concepts of Correlation and Trend
6
3
Schuster,
Beveridge
and
Periodogram
Analysis
18
4
Detrending and the
Variate
Differencing Method: Student,
Pearson and Their Critics
30
5
Nonsense Correlations, Random Shocks and Induced Cycles:
Yule, Slutzky and Working
64
6
Periodicities in Sunspots and Air Pressure: Yule, Walker and
the Modelling of Superposed Fluctuations and Disturbances
116
7
The Formal Modelling of Stationary Time Series: Wold
and the Russians
142
8
Generalizations and Extensions of Stationary
Autoregressive
Models: From Kendall to Box and Jenkins
183
9
Statistical Inference, Estimation and Model
Building for Stationary Time Series
207
10
Dealing with Nonstationarity: Detrending,
Smoothing and Differencing
261
11
Forecasting Nonstationary Time Series
289
12
Modelling Dynamic Relationships Between Time Series
317
13
Spectral Analysis of Time Series: The
Periodogram
Revisited and Reclaimed
357
14
Tackling Seasonal Patterns in Time Series
375
15
Emerging Themes
396
16
The Scene is Set
403
Notes
419
References
431
Index
453
|
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| dewey-full | 519.5/5 |
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| dewey-tens | 510 - Mathematics |
| discipline | Informatik Mathematik Wirtschaftswissenschaften |
| edition | 1. publ. |
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| isbn | 9780230290181 |
| language | English |
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| physical | XIV, 461 S. graph. Darst. |
| publishDate | 2011 |
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| spelling | Mills, Terence C. 1952- Verfasser (DE-588)129450790 aut The foundations of modern time series analysis Terence C. Mills 1. publ. Basingstoke [u..a] Palgrave Macmillan 2011 XIV, 461 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Palgrave advanced texts in econometrics series Incl. bibliogr. references and index Zeitfaktor (DE-588)4190602-0 gnd rswk-swf Ökonometrie (DE-588)4132280-0 gnd rswk-swf Ökonometrie (DE-588)4132280-0 s Zeitfaktor (DE-588)4190602-0 s DE-604 Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024186965&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Mills, Terence C. 1952- The foundations of modern time series analysis Zeitfaktor (DE-588)4190602-0 gnd Ökonometrie (DE-588)4132280-0 gnd |
| subject_GND | (DE-588)4190602-0 (DE-588)4132280-0 |
| title | The foundations of modern time series analysis |
| title_auth | The foundations of modern time series analysis |
| title_exact_search | The foundations of modern time series analysis |
| title_full | The foundations of modern time series analysis Terence C. Mills |
| title_fullStr | The foundations of modern time series analysis Terence C. Mills |
| title_full_unstemmed | The foundations of modern time series analysis Terence C. Mills |
| title_short | The foundations of modern time series analysis |
| title_sort | the foundations of modern time series analysis |
| topic | Zeitfaktor (DE-588)4190602-0 gnd Ökonometrie (DE-588)4132280-0 gnd |
| topic_facet | Zeitfaktor Ökonometrie |
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