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[null,"1.","Record Nr.",null,"UNINA9910465587903321"]
[null,null,"Autore",null,"Palma Wilfredo"]
[null,null,"Titolo",null,"Time series analysis / / Wilfredo Palma"]
[null,null,"Pubbl/distr/stampa",null,"Hoboken, New Jersey : , : Wiley, , 2016"]
[{"$nulls":4},"©2016"]
[null,null,"ISBN",null,"1-118-63434-9"]
[{"$nulls":4},"1-118-63423-3"]
[null,null,"Descrizione fisica",null,"1 online resource (623 p.)"]
[null,null,"Collana",null,"Wiley Series in Probability and Statistics"]
[null,null,"Disciplina",null,"519.5/5"]
[null,null,"Soggetti",null,"Time-series analysis"]
[{"$nulls":4},"Electronic books."]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Description based upon print version of record."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references and indexes."]
[null,null,"Nota di contenuto",null,"Title Page; Copyright; Table of Contents; PREFACE; ACKNOWLEDGMENTS; ACRONYMS; ABOUT THE COMPANION WEBSITE; CHAPTER 1: INTRODUCTION; 1.1 TIME SERIES DATA; 1.2 RANDOM VARIABLES AND STATISTICAL MODELING; 1.3 DISCRETE-TIME MODELS; 1.4 SERIAL DEPENDENCE; 1.5 NONSTATIONARITY; 1.6 WHITENESS TESTING; 1.7 PARAMETRIC AND NONPARAMETRIC MODELING; 1.8 FORECASTING; 1.9 TIME SERIES MODELING; 1.10 BIBLIOGRAPHIC NOTES; Problems; CHAPTER 2: LINEAR PROCESSES; 2.1 DEFINITION; 2.2 STATIONARITY; 2.3 INVERTIBILITY; 2.4 CAUSALITY; 2.5 REPRESENTATIONS OF LINEAR PROCESSES; 2.6 WEAK AND STRONG DEPENDENCE"]
[{"$nulls":4},"2.7 ARMA MODELS2.8 AUTOCOVARIANCE FUNCTION; 2.9 ACF AND PARTIAL ACF FUNCTIONS; 2.10 ARFIMA PROCESSES; 2.11 FRACTIONAL GAUSSIAN NOISE; 2.12 BIBLIOGRAPHIC NOTES; Problems; CHAPTER 3: STATE SPACE MODELS; 3.1 INTRODUCTION; 3.2 LINEAR DYNAMICAL SYSTEMS; 3.3 STATE SPACE MODELING OF LINEAR PROCESSES; 3.4 STATE ESTIMATION; 3.5 EXOGENOUS VARIABLES; 3.6 BIBLIOGRAPHIC NOTES; Problems; CHAPTER 4: SPECTRAL ANALYSIS; 4.1 TIME AND FREQUENCY DOMAINS; 4.2 LINEAR FILTERS; 4.3 SPECTRAL DENSITY; 4.4 PERIODOGRAM; 4.5 SMOOTHED PERIODOGRAM; 4.6 EXAMPLES; 4.7 WAVELETS; 4.8 SPECTRAL REPRESENTATION"]
[{"$nulls":4},"4.9 TIME-VARYING SPECTRUM4.10 BIBLIOGRAPHIC NOTES; Problems; CHAPTER 5: ESTIMATION METHODS; 5.1 MODEL BUILDING; 5.2 PARSIMONY; 5.3 AKAIKE AND SCHWARTZ INFORMATION CRITERIA; 5.4 "]
[{"$nulls":4},"ESTIMATION OF THE MEAN; 5.5 ESTIMATION OF AUTOCOVARIANCES; 5.6 MOMENT ESTIMATION; 5.7 MAXIMUM-LIKELIHOOD ESTIMATION; 5.8 WHITTLE ESTIMATION; 5.9 STATE SPACE ESTIMATION; 5.10 ESTIMATION OF LONG-MEMORY PROCESSES; 5.11 NUMERICAL EXPERIMENTS; 5.12 BAYESIAN ESTIMATION; 5.13 STATISTICAL INFERENCE; 5.14 ILLUSTRATIONS; 5.15 BIBLIOGRAPHIC NOTES; Problems; CHAPTER 6: NONLINEAR TIME SERIES; 6.1 INTRODUCTION"]
[{"$nulls":4},"CHAPTER 8: NONSTATIONARY PROCESSES8.1 INTRODUCTION; 8.2 UNIT ROOT TESTING; 8.3 ARIMA PROCESSES; 8.4 LOCALLY STATIONARY PROCESSES; 8.5 STRUCTURAL BREAKS; 8.6 BIBLIOGRAPHIC NOTES; Problems; CHAPTER 9: SEASONALITY; 9.1 SARIMA MODELS; 9.2 SARFIMA MODELS; 9.3 GARMA MODELS; 9.4 CALCULATION OF THE ASYMPTOTIC VARIANCE; 9.5 AUTOCOVARIANCE FUNCTION; 9.6 MONTE CARLO STUDIES; 9.7 ILLUSTRATION; 9.8 BIBLIOGRAPHIC NOTES; Problems; CHAPTER 10: TIME SERIES REGRESSION; 10.1 MOTIVATION; 10.2 DEFINITIONS; 10.3 PROPERTIES OF THE LSE; 10.4 PROPERTIES OF THE BLUE; 10.5 ESTIMATION OF THE MEAN; 10.6 POLYNOMIAL TREND"]
[{"$nulls":4},"10.7 HARMONIC REGRESSION"]