LEADER 02477nam 2200589 a 450 001 996213510403316 005 20170809173712.0 010 $a1-282-24252-0 010 $a9786613813640 010 $a1-118-03297-7 010 $a1-118-03122-9 035 $a(CKB)2560000000055456 035 $a(EBL)695045 035 $a(OCoLC)701308685 035 $a(SSID)ssj0000483588 035 $a(PQKBManifestationID)11303503 035 $a(PQKBTitleCode)TC0000483588 035 $a(PQKBWorkID)10572624 035 $a(PQKB)10005346 035 $a(MiAaPQ)EBC695045 035 $a(PPN)198592639 035 $a(EXLCZ)992560000000055456 100 $a20000405d2001 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 02$aA course in time series analysis$b[electronic resource] /$fedited by Daniel Pen?a, George C. Tiao, Ruey S. Tsay 210 $aNew York $cJ. Wiley$dc2001 215 $a1 online resource (494 p.) 225 1 $aWiley series in probability and statistics 300 $aDescription based upon print version of record. 311 $a0-471-36164-X 320 $aIncludes bibliographical references and index. 327 $apt. 1. Basic concepts in univariate time series -- pt. 2. Advanced topics in univariate time series -- pt. 3. Multivariate time series. 330 $aNew statistical methods and future directions of research in time series A Course in Time Series Analysis demonstrates how to build time series models for univariate and multivariate time series data. It brings together material previously available only in the professional literature and presents a unified view of the most advanced procedures available for time series model building. The authors begin with basic concepts in univariate time series, providing an up-to-date presentation of ARIMA models, including the Kalman filter, outlier analysis, automatic methods for building ARIMA m 410 0$aWiley series in probability and statistics. 606 $aTime-series analysis 615 0$aTime-series analysis. 676 $a519.5/5 676 $a519.55 701 $aPen?a$b Daniel$f1948-$0614022 701 $aTiao$b George C.$f1933-$047917 701 $aTsay$b Ruey S.$f1951-$0294061 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a996213510403316 996 $aCourse in time series analysis$91129259 997 $aUNISA