Time Series Analysis Univariate and Multivariate Methods

ISBN-10: 0201159112
ISBN-13: 9780201159110
Edition: 1990
List price: $90.67
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Description: 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  More...

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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

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. Time Series Analysis is a thorough introduction to both time-domain and frequency-domain analyses, and it gives extensive coverage of both univariate and multivariate time series methods, including the most recently developed techniques in the field.

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

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