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:
Table of Contents:
  • 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.