Time series analysis : univariate and multivariate methods /

Bibliographic Details
Main Author: Wei, William W S
Format: Book
Language:English
Published: Redwood City, Calif. : Addison-Wesley, 1990
Subjects:

MARC

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245 1 0 |a Time series analysis :   |b univariate and multivariate methods /  |c William W. S. Wei. 
260 |a Redwood City, Calif. :  |b Addison-Wesley,  |c 1990 
300 |a xv, 478 p. :  |b il. 
504 |a Incluye bibliografía 
505 0 |a 1. Overview -- 2. Fundamental concepts -- 3. Stationary time series models -- 4. Nonstationary time series models -- 5. Forecasting -- 6. Model identification -- 7. Parameter estimation, diagnostic checking and model selection -- 8. Seasonal time series models -- 9. Intervention analysis and outlier detection -- 10. Fourier analysis -- 11. Spectral theory of stationary processes -- 12. Estimation of the spectrum -- 13. Transfer function models -- 14. Vector time series models -- 15. State space models and the Kalman filter -- 16. Aggregation and systematic sampling in time series -- References -- Time series data used for illustrations -- Statistical tables. 
650 4 |a ANALISIS DE SERIES TEMPORALES  |9 438 
650 4 |a PROCESO ESTOCASTICO  |9 435 
650 |a PRONOSTICO  
650 |a ESTIMACION DE PARAMETROS  
650 |a TEORIA ESPECTRAL  
650 |a ANALISIS DE FOURIER  
650 |a FILTRO DE KALMAN  
650 |a EJERCICIOS 
650 |a ESTIMACION ESTADISTICA 
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