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Time Series Analysis : Univariate and Multivariate Methods by William W. S. Wei and David P. Reilly (1999, Trade Paperback)

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Like New

Some minor wear. Text is mostly clean & readable.

About this product

Product Identifiers

Publisher
Addison-Wesley Longman, Incorporated
ISBN-10
0201159112
ISBN-13
9780201159110
eBay Product ID (ePID)
85697

Product Key Features

Number of Pages
496 Pages
Language
English
Publication Name
Time Series Analysis : Univariate and Multivariate Methods
Publication Year
1999
Subject
Probability & Statistics / General, Probability & Statistics / Time Series
Type
Textbook
Subject Area
Mathematics
Author
William W. S. Wei, David P. Reilly
Format
Trade Paperback

Dimensions

Item Height
1.2 in
Item Weight
49.3 Oz
Item Length
6.7 in
Item Width
9.6 in

Additional Product Features

Intended Audience
College Audience
LCCN
88-019449
Dewey Edition
22
Illustrated
Yes
Dewey Decimal
519.5/5
Table Of Content
1. Overview. 2. Fundamental Concepts. 3. Stationary Time Series Models. 4. Non-Stationary Time Series Models. 5. Forecasting. 6. Model Identification. 7. Parameter Estimation, Diagnostic Checking, and Model Selection. 8. Seasonal Time Series Models. 9. Intervention Analysis and Outlier Detection. 10. Fourier Analysis. 11. Spectral Theory of Stationary Processes. 12. Estimation of the Spectrum. 13. Transfer Function Models. 14. Vector Time Series Models. 15. State Space Models and the Kalman Filter. 16. Aggregation and Systematic Sampling in Time Series. 17. References. 18. Appendix.
Synopsis
Emphasizing and providing a broad coverage of methodology, this comprehensive book is of interest to a variety of people in the applied sciences who want to know how time series can be used in their areas of research. The book provides useful examples that show the operational details and purpose of the methods. It covers methods extensively, and illustrates them with numerous figures, tables and examples using many real-life time series data sets. The book also introduces univariate and multivariate time series models and methods which are useful for analyzing, modeling, and forecasting data collected sequentially in time, and provides a balanced treatment between theory and applications. Time Series Analysis is a thorough introduction to both time-domain and frequency-domain analyses, and it gives extensive coverage of both univariate and multivariate time series methods, including the most recently developed techniques in the field.
LC Classification Number
QA280.W45 1990