| Record ID | marc_columbia/Columbia-extract-20221130-004.mrc:501715583:1936 |
| Source | marc_columbia |
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LEADER: 01936fam a2200337 a 4500
001 1895859
005 20220609021858.0
008 960509s1996 nyua b 001 0 eng
010 $a 96022800
020 $a0387948198 (pbk. : alk. paper)
035 $a(OCoLC)34772268
035 $a(OCoLC)ocm34772268
035 $9ALY7052CU
035 $a(NNC)1895859
035 $a1895859
040 $aDLC$cDLC$dDLC$dOrLoB-B
050 00 $aQA280$b.K58 1996
082 00 $a519.5/5$220
100 1 $aKitagawa, G.$q(Genshiro),$d1948-$0http://id.loc.gov/authorities/names/n85268638
245 10 $aSmoothness priors analysis of time series /$cGenshiro Kitagawa, Will Gersch.
260 $aNew York :$bSpringer,$c1996.
300 $ax, 261 pages :$billustrations ;$c24 cm.
336 $atext$btxt$2rdacontent
337 $aunmediated$bn$2rdamedia
490 1 $aLecture notes in statistics ;$v116
504 $aIncludes bibliographical references (p. 231-251) and index.
505 00 $g1.$tIntroduction --$g2.$tModeling Concepts and Methods --$g3.$tThe Smoothness Priors Concept --$g4.$tScalar Least Squares Modeling --$g5.$tLinear Gaussian State Space Modeling --$g6.$tGeneral State Space Modeling --$g7.$tApplications of Linear Gaussian State Space Modeling --$g8.$tModeling Trends --$g9.$tSeasonal Adjustment --$g10.$tEstimation of Time Varying Variance --$g11.$tModeling Scalar Nonstationary Covariance Time Series --$g12.$tModeling Multivariate Nonstationary Covariance Time Series --$g13.$tModeling Inhomogeneous Discrete Processes --$g14.$tQuasi-Periodic Process Modeling --$g15.$tNonlinear Smoothing --$g16.$tOther Applications.
650 0 $aTime-series analysis.$0http://id.loc.gov/authorities/subjects/sh85135430
700 1 $aGersch, Will.$0http://id.loc.gov/authorities/names/n96047326
830 0 $aLecture notes in statistics (Springer-Verlag) ;$vv. 116.$0http://id.loc.gov/authorities/names/n42015168
852 00 $bmat$hQA280$i.K58 1996