Can I read A Course in Time Series Analysis (Wiley Series in Probability and Statistics) on EtoBox?

A Course in Time Series Analysis (Wiley Series in Probability and Statistics) by Daniel Peña; George C. Tiao; Ruey S. Tsay is a book available to read on EtoBox.

What is A Course in Time Series Analysis (Wiley Series in Probability and Statistics) about?

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 worldâ??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

Author

Daniel Peña; George C. Tiao; Ruey S. Tsay

Publisher

J. Wiley; Wiley-Interscience; Wiley

Published

2001

Language

EN

ISBN

9781118032978

Subjects

Mathematics, Stem