An edition of A course in time series analysis
(2001)
A course in time series analysis
by Ruey S. Tsay
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| Edition | Availability |
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1
A course in time series analysis
2001, J. Wiley, Wiley-Interscience, Wiley
in English
047136164X 9780471361640
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Book Details
Table of 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. Peña
Outliers, influential observations, and missing data / D. Peña
Automatic modeling methods for univariate series / V. Gómez and A. Maravall
Seasonal adjustment and signal extraction time series / V. Gómez 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.
Edition Notes
Includes bibliographical references and index.
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| June 29, 2019 | Created by MARC Bot | import existing book |