A course in time series analysis
By: editors, Daniel Peña, George C. Tiao, Ruey S. Tsay.
Contributors: Peña, Daniel, 1948-; Tiao, George C., 1933-; Tsay, Ruey S., 1951-
Series: Wiley series in probability and statistics
Publisher: J. Wiley; Wiley-Interscience; Wiley
Published: 2001
Place of publication: New York
Language: eng
Number of pages: 460
Subjects: Time-series analysis.
Notes: Includes bibliographical references and index.
Table of contents: title: Univariate time series : autocorrelation, linear prediction, spectrum, and state-space model / G.T. Wilson; title: Univariate autoregressive moving-average models / G.C. Tiao; title: Model fitting and checking, and the Kalman filter / G.T. Wilson; title: Prediction and model selection / D. Peña; title: Outliers, influential observations, and missing data / D. Peña; title: Automatic modeling methods for univariate series / V. Gómez and A. Maravall; title: Seasonal adjustment and signal extraction time series / V. Gómez and A. Maravall; title: Heteroscedastic models / R.S. Tsay; title: Nonlinear time series models : testing and applications / R.S. Tsay; title: Bayesian time series analysis / R.S. Tsay; title: Nonparametric time series analysis : nonparametric regression, locally weighted regression, autoregression, and quantile regression / S. Heiler; title: Neural network models / K. Hornik and F. Leisch; title: Vector ARMA models / G.C. Tiao; title: Cointegration in the VAR model / S. Johansen; title: Identification of linear dynamic multiinput/multioutput systems / M. Deistler.