Time series analysis: (Record no. 5261)
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000 -LEADER | |
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fixed length control field | 01161nam a22001697a 4500 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 141118b xxu||||| |||| 00| 0 eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 0321322169 |
050 ## - LIBRARY OF CONGRESS CALL NUMBER | |
Classification number | QA280.W45 |
100 ## - MAIN ENTRY--PERSONAL NAME | |
Personal name | Wei, William W. S. |
245 ## - TITLE STATEMENT | |
Title | Time series analysis: |
Remainder of title | univariate an multivariate methods. / |
Statement of responsibility, etc. | William W. S. Wei |
250 ## - EDITION STATEMENT | |
Edition statement | 2nd ed. |
260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
Place of publication, distribution, etc. | Boston: |
Name of publisher, distributor, etc. | Pearson, |
Date of publication, distribution, etc. | 2006. |
300 ## - PHYSICAL DESCRIPTION | |
Extent | xxii, 614p.: |
Other physical details | ill; |
Dimensions | 23cm |
500 ## - GENERAL NOTE | |
General note | Includes appendix and index. |
505 ## - FORMATTED CONTENTS NOTE | |
Formatted contents note | Content: Overview -- Fundamental concepts -- Stationary time series models -- Nonstationary time series models -- Forecasting -- Model identification -- Parameter estimation, diagnostic checking, and model selection -- Seasonal time series models -- Testing for a unit root -- Intervention analysis and outlier detection -- Fourier analysis -- Spectral theory of stationary processes -- Estimation of the spectrum -- Transfer function models -- Time series regression and GARCH models -- Vector time series models -- More on vector time series -- State space models and kalman filter -- Long memory and nonlinear processes -- Aggregation and systematic sampling in time series. |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Source of classification or shelving scheme | |
Koha item type | Books |
Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Permanent location | Current location | Shelving location | Date acquired | Total Checkouts | Full call number | Barcode | Date last seen | Copy number | Price effective from | Koha item type |
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WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY | 18/11/2014 | QA280.W45 | 7447/476/13 | 18/11/2014 | 1 | 18/11/2014 | Books |