000 01161nam a22001697a 4500
008 141118b xxu||||| |||| 00| 0 eng d
020 _a0321322169
050 _aQA280.W45
100 _aWei, William W. S.
245 _aTime series analysis:
_bunivariate an multivariate methods. /
_cWilliam W. S. Wei
250 _a2nd ed.
260 _aBoston:
_bPearson,
_c2006.
300 _axxii, 614p.:
_bill;
_c23cm
500 _aIncludes appendix and index.
505 _aContent: 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 _2lcc
_cBK
999 _c5261
_d12761