Time series
Author(s)
Bibliographic Information
Time series
E. Arnold, 1990
3rd ed
Available at / 36 libraries
-
Hokkaido University, Library, Graduate School of Science, Faculty of Science and School of Science図書
DC19:519.5/K3372070154085
-
No Libraries matched.
- Remove all filters.
Note
"A Charles Griffin title"--t.p.
Description and Table of Contents
Description
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.
Table of Contents
- 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.
by "Nielsen BookData"