Time series
著者
書誌事項
Time series
E. Arnold, 1990
3rd ed
大学図書館所蔵 件 / 全36件
-
該当する所蔵館はありません
- すべての絞り込み条件を解除する
注記
"A Charles Griffin title"--t.p.
内容説明・目次
内容説明
The statistical analysis of time series has undergone dramatic change in the last 20 years and this revision of the classic text by the late Sir Maurice Kendall features an integrated up-to-date treatment by Keith Ord that uses data analytic devices and more modern approaches to model building.
目次
- General ideas
- tests of randomness
- trend
- seasonality
- stationary series
- serial correlations and model identification
- estimation and model checking
- forecasting
- state-space models
- spectrum analysis
- transfer functions - models and identification
- transfer functions - estimation, diagnostics and forecasting
- intervention analysis and structural modelling
- multivariate series
- other recent developments. Appendices: Data sets and references
- Weights for fitting polynomial trends
- Computer programs.
「Nielsen BookData」 より
