02479nam 2200589 a 450 991013918930332120170809173712.01-282-24252-097866138136401-118-03297-71-118-03122-9(CKB)2560000000055456(EBL)695045(OCoLC)701308685(SSID)ssj0000483588(PQKBManifestationID)11303503(PQKBTitleCode)TC0000483588(PQKBWorkID)10572624(PQKB)10005346(MiAaPQ)EBC695045(PPN)198592639(EXLCZ)99256000000005545620000405d2001 uy 0engur|n|---|||||txtccrA course in time series analysis[electronic resource] /edited by Daniel Peña, George C. Tiao, Ruey S. TsayNew York J. Wileyc20011 online resource (494 p.)Wiley series in probability and statisticsDescription based upon print version of record.0-471-36164-X Includes bibliographical references and index.pt. 1. Basic concepts in univariate time series -- pt. 2. Advanced topics in univariate time series -- pt. 3. Multivariate time series.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 mWiley series in probability and statistics.Time-series analysisTime-series analysis.519.5/5519.55Peña Daniel1948-614022Tiao George C.1933-47917Tsay Ruey S.1951-294061MiAaPQMiAaPQMiAaPQBOOK9910139189303321Course in time series analysis1129259UNINA