TY - BOOK AU - Wei, William W. S. TI - Time series analysis: : univariate an multivariate methods. SN - 0321322169 AV - QA280.W45 PY - 2006/// CY - Boston PB - Pearson N1 - Includes appendix and index; 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 ER -