Time series models

Time series models

by Harvey, A. C., (Andrew C.)

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Title Statements

  • Full title :Time series models / Andrew C. Harvey.

Edition Statements

  • Publication Date:1993.
  • Edition:2nd ed

Publication Statements

  • Publisher(s):MIT Press
  • Place of Publication:Cambridge, Mass
  • Language:eng
  • Publication Date:1993.

The Physical Object

  • Description:1 online resource (xviii, 308 pages) : : illustrations

Edition Identifiers

  • ISBN:0585133972, 9780585133973
  • oclc:ocm43476774
  • LC Classification:HA30.3
  • Dewey Decimal:519.5/5

Table of Contents

1. Introduction -- 2. Stationary Stochastic Processes and their Properties in the Time Domain -- 3. Estimation and Testing of Autoregressive-Moving Average Models -- 4. State Space Models and the Kalman Filter -- 5. Time Series Models -- 6. The Frequency Domain -- 7. Multivariate Time Series -- 8. Non-Linear Models.

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Subjects

MATHEMATICS -- Probability & Statistics Série chronologique -- Modèles mathémat… Time-series analysis -- Mathematical mo…

Writers

Harvey, A. C., (Andrew C.)

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