Time Series Analysis: Univariate and multivariate methods. hardcover 464 p.
Wei, W., Reilly, D.P. 著
目次
1. Overview. 2. Fundamental Concepts. 3. Stationary Time SeriesModels. 4. Non-Stationary Time Series Models. 5. Forecasting. 6. ModelIdentification. 7. Parameter Estimation, Diagnostic Checking, and ModelSelection. 8. Seasonal Time Series Models. 9. Intervention Analysis andOutlier Detection. 10. Fourier Analysis. 11. Spectral Theory of StationaryProcesses. 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. 17. References.18. Appendix.
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