Time Series Analysis Univariate and Multivariate Methods

Name: Time Series Analysis Univariate and Multivariate Methods
Price: 9.14 USD
Availability: InStock
ISBN: 9780201159110

ISBN-10: 0201159112

ISBN-13: 9780201159110

Edition: 1990

Authors: William W. S. Wei, David P. Reilly

List price: $90.67

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Emphasizing and providing a broad coverage of methodology, this comprehensive book is of interest to a variety of people in the applied sciences who want to know how time series can be used in their areas of research. The book provides useful examples that show the operational details and purpose of the methods. It covers methods extensively, and illustrates them with numerous figures, tables and examples using many real-life time series data sets. The book also introduces univariate and multivariate time series models and methods which are useful for analyzing, modeling, and forecasting data collected sequentially in time, and provides a balanced treatment between theory and applications. …

Book details

List price: $90.67
Copyright year: 1990
Publisher: Addison-Wesley Longman, Incorporated
Publication date: 5/29/1999
Binding: Paperback
Pages: 496
Size: 6.50" wide x 9.75" long x 1.25" tall
Weight: 2.046
Language: English




Overview



Fundamental Concepts



Stationary Time Series Models



Non-Stationary Time Series Models



Forecasting



Model Identification



Parameter Estimation, Diagnostic Checking, and Model Selection



Seasonal Time Series Models



Intervention Analysis and Outlier Detection



Fourier Analysis



Spectral Theory of Stationary Processes



Estimation of the Spectrum



Transfer Function Models



Vector Time Series Models



State Space Models and the Kalman Filter



Aggregation and Systematic Sampling in Time Series



References



Appendix