Mendeley出力
＜図書＞
A course in time series analysis
| 責任表示 | edited by Daniel Peña, George C. Tiao, Ruey S. Tsay |
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| シリーズ | Wiley series in probability and mathematical statistics ; . Probability and statistics section |
| データ種別 | 図書 |
| 出版情報 | New York : Wiley , c2001 |
| 本文言語 | 英語 |
| 大きさ | xvii, 460 p. : ill. ; 25 cm |
| 概要 | New statistical methods and future directions of research in time series A Course in Time Series Analysis demonstrates how to build time series models for univariate and multivariate time series data....It brings together material previously available only in the professional literature and presents a unified view of the most advanced procedures available for time series model building. The authors begin with basic concepts in univariate time series, providing an up-to-date presentation of ARIMA models, including the Kalman filter, outlier analysis, automatic methods for building ARIMA models, and signal extraction. They then move on to advanced topics, focusing on heteroscedastic models, nonlinear time series models, Bayesian time series analysis, nonparametric time series analysis, and neural networks. Multivariate time series coverage includes presentations on vector ARMA models, cointegration, and multivariate linear systems. Special features include: Contributions from eleven of the world's leading figures in time series Shared balance between theory and application Exercise series sets Many real data examples Consistent style and clear, common notation in all contributions 60 helpful graphs and tables Requiring no previous knowledge of the subject, A Course in Time Series Analysis is an important reference and a highly useful resource for researchers and practitioners in statistics, economics, business, engineering, and environmental analysis. 続きを見る |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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: cloth | 理系図3F 数理独自 | P 001/COUR/1 | 2001 |
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023212000008273 |
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書誌詳細
| 一般注記 | Includes bibliographical references and index |
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| 著者標目 | Peña, Daniel, 1948- Tiao, George C., 1933- Tsay, Ruey S., 1951- |
| 件 名 | LCSH:Time-series analysis |
| 分 類 | NDC9:417 LCC:QA280 DC21:519.5/5 |
| 書誌ID | 1000704681 |
| ISBN | 047136164X |
| NCID | BA50413538 |
| 巻冊次 | : cloth ; ISBN:047136164X |
| 登録日 | 2009.09.15 |
| 更新日 | 2017.10.03 |