Home : Book details

Time Series Analysis : Univariate and Multivariate Methods (2nd Edition) free ebook download

Category:
Mathematics

Views: 92
Likes: 193

Catalogue

Author(s):	William W.S. Wei

Date:	2005-07-17	Format:	pdf	Language:	English	ISBN/ASIN:	0321322169
Pages:	1	OCR:		Quality:		ISBN13:	9780321322166
Uploader:	tvladb77	Upload Date:	5/1/2021 10:22:49 AM

To download click on link in the Links Table below

Description: Click to see full description

With its broad coverage of methodology, this comprehensive book is a useful learning and reference tool for those in applied sciences where analysis and research of time series is useful. Its plentiful examples show the operational details and purpose of a variety of univariate and multivariate time series methods. Numerous figures, tables and real-life time series data sets illustrate the models and methods useful for analyzing, modeling, and forecasting data collected sequentially in time. The text also offers a balanced treatment between theory and applications.

Overview. Fundamental Concepts. Stationary Time Series Models. Nonstationary Time Series Models. Forecasting. Model Identification. Parameter Estimation, Diagnostic Checking, and Model Selection. Seasonal Time Series Models. Testing for a Unit Root. Intervention Analysis and Outlier Detection. Fourier Analysis. Spectral Theory of Stationary Processes. Estimation of the Spectrum. Transfer Function Models. Time Series Regression and GARCH Models. Vector Time Series Models. More on Vector Time Series. State Space Models and the Kalman Filter. Long Memory and Nonlinear Processes. Aggregation and Systematic Sampling in Time Series.
 
For all readers interested in time series analysis.

Links Table

	Title	Link	Password	Size (MB)	Thank to	Inform Admin
2998610	Book	https://nitroflare.com/view/6DA00C1EAF85...		0.00	tvladb77

Tags: Analysis Methods Multivariate Time Univariate

Title	Link	Password	Size	Reason

Those who downloaded this book also downloaded the following books:
Comments

New comment:

Time Series Analysis : Univariate and Multivariate Methods (2nd Edition) free ebook download

Category: Mathematics

Description: Click to see full description

Category:
Mathematics