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Time series analysis : univariate and multivariate methods

Author: William W S Wei
Publisher: Boston : Pearson Addison Wesley, 2006.
Edition/Format:   Print book : English : 2nd edView all editions and formats
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Additional Physical Format: Online version:
Wei, William W.S.
Time series analysis.
Boston : Pearson Addison Wesley, 2006
(OCoLC)646890851
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: William W S Wei
ISBN: 0321322169 9780321322166 0321314646 9780321314642
OCLC Number: 56559354
Notes: Includes index.
Description: xxii, 614 pages : illustrations ; 24 cm
Contents: Ch. 1. Overview --
Ch. 2. Fundamental concepts --
Ch. 3. Stationary time series models --
Ch. 4. Nonstationary time series models --
Ch. 5. Forecasting --
Ch. 6. Model identification --
Ch. 7. Parameter estimation, diagnostic checking, and model selection --
Ch. 8. Seasonal time series models --
Ch. 9. Testing for a unit root --
Ch. 10. Intervention analysis and outlier detection --
Ch. 11. Fourier analysis --
Ch. 12. Spectral theory of stationary processes --
Ch. 13. Estimation of the spectrum --
Ch. 14. Transfer function models --
Ch. 15. Time series regression and GARCH models --
Ch. 16. Vector time series models --
Ch. 17. More on vector time series --
Ch. 18. State space models and the Kalman filter --
Ch. 19. Long memory and nonlinear processes --
Ch. 20. Aggregation and systematic sampling in time series.
Responsibility: William W.S. Wei.

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