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Introduction to time series modeling

Author: G Kitagawa
Publisher: Boca Raton : CRC Press, ©2010.
Series: Monographs on statistics and applied probability (Series), 114.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
In time series modeling, the behavior of a certain phenomenon is expressed in relation to the past values of itself and other covariates. Since many important phenomena in statistical analysis are actually time series and the identification of conditional distribution of the phenomenon is an essential part of the statistical modeling, it is very important and useful to learn fundamental methods of time series  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Kitagawa, G. (Genshiro), 1948-
Introduction to time series modeling.
Boca Raton : Chapman & Hall/CRC, ©2010
(DLC) 2010006795
(OCoLC)148705127
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: G Kitagawa
ISBN: 9781584889229 1584889225
OCLC Number: 667274239
Description: 1 online resource (xxiii, 289 pages) : illustrations.
Contents: Cover; Title; Copyright; Preface; List of Figures; List of Tables; Contents; Chapter 1: Introduction and Preparatory Analysis; Chapter 2: The Covariance Function; Chapter 3: The Power Spectrum and the Periodogram; Chapter 4: Statistical Modeling; Chapter 5: The Least Squares Method; Chapter 6: Analysis of Time Series Using ARMA Models; Chapter 7: Estimation of an AR Model; Chapter 8: The Locally Stationary AR Model; Chapter 9: Analysis of Time Series with a State-Space Model; Chapter 10: Estimation of the ARMA Model; Chapter 11: Estimation of Trends; Chapter 12: The Seasonal Adjustment Model.
Series Title: Monographs on statistics and applied probability (Series), 114.
Responsibility: Genshiro Kitagawa.

Abstract:

In time series modeling, the behavior of a certain phenomenon is expressed in relation to the past values of itself and other covariates. Illustrating how to build models for time series using basic  Read more...

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