A course in time series analysis:
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Bibliographic Details
Other Authors: Peña, Daniel 1948- (Editor), Tiao, George C. 1933- (Editor), Tsay, Ruey S. 1951- (Editor)
Format: Electronic eBook
Language:English
Published: New York J. Wiley © 2001
Series:Wiley series in probability and statistics
Subjects:
Online Access:FRO01
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Item Description:Includes bibliographical references and index
New statistical methods and future directions of research in time series A Course in Time Series Analysis demonstrates how to build time series models for univariate and multivariate time series data. It brings together material previously available only in the professional literature and presents a unified view of the most advanced procedures available for time series model building. The authors begin with basic concepts in univariate time series, providing an up-to-date presentation of ARIMA models, including the Kalman filter, outlier analysis, automatic methods for building ARIMA models, a
Physical Description:1 Online-Ressource (xvii, 460 Seiten)
ISBN:9781118032978
9781118031223
DOI:10.1002/9781118032978

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