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20240329122006.0 |
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m o d |
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230209s2016 xx o ||| 0 eng d |
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|a EBLCP
|b eng
|c EBLCP
|d OCLCQ
|d OCLCO
|d EBLCP
|d OCLCQ
|d OCLCL
|d OCLCQ
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| 020 |
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|a 9781118634349
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| 020 |
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|a 1118634349
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| 035 |
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|a (OCoLC)1347025521
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|a 519.5/5
|q OCoLC
|2 23/eng/20231120
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| 049 |
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|a UAMI
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| 100 |
1 |
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|a Palma, Wilfredo.
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| 245 |
1 |
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|a Time Series Analysis
|h [electronic resource].
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| 260 |
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|a Newark :
|b John Wiley & Sons, Incorporated,
|c 2016.
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| 300 |
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|a 1 online resource (629 p.).
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| 490 |
1 |
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|a New York Academy of Sciences Ser.
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| 500 |
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|a Description based upon print version of record.
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| 505 |
0 |
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|a Intro -- Title Page -- Copyright -- Table of Contents -- PREFACE -- ACKNOWLEDGMENTS -- ACRONYMS -- ABOUT THE COMPANION WEBSITE -- CHAPTER 1: INTRODUCTION -- 1.1 TIME SERIES DATA -- 1.2 RANDOM VARIABLES AND STATISTICAL MODELING -- 1.3 DISCRETE-TIME MODELS -- 1.4 SERIAL DEPENDENCE -- 1.5 NONSTATIONARITY -- 1.6 WHITENESS TESTING -- 1.7 PARAMETRIC AND NONPARAMETRIC MODELING -- 1.8 FORECASTING -- 1.9 TIME SERIES MODELING -- 1.10 BIBLIOGRAPHIC NOTES -- Problems -- CHAPTER 2: LINEAR PROCESSES -- 2.1 DEFINITION -- 2.2 STATIONARITY -- 2.3 INVERTIBILITY -- 2.4 CAUSALITY
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| 505 |
8 |
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|a 2.5 REPRESENTATIONS OF LINEAR PROCESSES -- 2.6 WEAK AND STRONG DEPENDENCE -- 2.7 ARMA MODELS -- 2.8 AUTOCOVARIANCE FUNCTION -- 2.9 ACF AND PARTIAL ACF FUNCTIONS -- 2.10 ARFIMA PROCESSES -- 2.11 FRACTIONAL GAUSSIAN NOISE -- 2.12 BIBLIOGRAPHIC NOTES -- Problems -- CHAPTER 3: STATE SPACE MODELS -- 3.1 INTRODUCTION -- 3.2 LINEAR DYNAMICAL SYSTEMS -- 3.3 STATE SPACE MODELING OF LINEAR PROCESSES -- 3.4 STATE ESTIMATION -- 3.5 EXOGENOUS VARIABLES -- 3.6 BIBLIOGRAPHIC NOTES -- Problems -- CHAPTER 4: SPECTRAL ANALYSIS -- 4.1 TIME AND FREQUENCY DOMAINS -- 4.2 LINEAR FILTERS -- 4.3 SPECTRAL DENSITY
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| 505 |
8 |
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|a 4.4 PERIODOGRAM -- 4.5 SMOOTHED PERIODOGRAM -- 4.6 EXAMPLES -- 4.7 WAVELETS -- 4.8 SPECTRAL REPRESENTATION -- 4.9 TIME-VARYING SPECTRUM -- 4.10 BIBLIOGRAPHIC NOTES -- Problems -- CHAPTER 5: ESTIMATION METHODS -- 5.1 MODEL BUILDING -- 5.2 PARSIMONY -- 5.3 AKAIKE AND SCHWARTZ INFORMATION CRITERIA -- 5.4 ESTIMATION OF THE MEAN -- 5.5 ESTIMATION OF AUTOCOVARIANCES -- 5.6 MOMENT ESTIMATION -- 5.7 MAXIMUM-LIKELIHOOD ESTIMATION -- 5.8 WHITTLE ESTIMATION -- 5.9 STATE SPACE ESTIMATION -- 5.10 ESTIMATION OF LONG-MEMORY PROCESSES -- 5.11 NUMERICAL EXPERIMENTS -- 5.12 BAYESIAN ESTIMATION
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| 505 |
8 |
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|a 5.13 STATISTICAL INFERENCE -- 5.14 ILLUSTRATIONS -- 5.15 BIBLIOGRAPHIC NOTES -- Problems -- CHAPTER 6: NONLINEAR TIME SERIES -- 6.1 INTRODUCTION -- 6.2 TESTING FOR LINEARITY -- 6.3 HETEROSKEDASTIC DATA -- 6.4 ARCH MODELS -- 6.5 GARCH MODELS -- 6.6 ARFIMA-GARCH MODELS -- 6.7 ARCH(∞) MODELS -- 6.8 APARCH MODELS -- 6.9 STOCHASTIC VOLATILITY -- 6.10 NUMERICAL EXPERIMENTS -- 6.11 DATA APPLICATIONS -- 6.12 VALUE AT RISK -- 6.13 AUTOCORRELATION OF SQUARES -- 6.14 THRESHOLD AUTOREGRESSIVE MODELS -- 6.15 BIBLIOGRAPHIC NOTES -- Problems -- CHAPTER 7: PREDICTION -- 7.1 OPTIMAL PREDICTION
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| 505 |
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|a 7.2 ONE-STEP AHEAD PREDICTORS -- 7.3 MULTISTEP AHEAD PREDICTORS -- 7.4 HETEROSKEDASTIC MODELS -- 7.5 PREDICTION BANDS -- 7.6 DATA APPLICATION -- 7.7 BIBLIOGRAPHIC NOTES -- Problems -- CHAPTER 8: NONSTATIONARY PROCESSES -- 8.1 INTRODUCTION -- 8.2 UNIT ROOT TESTING -- 8.3 ARIMA PROCESSES -- 8.4 LOCALLY STATIONARY PROCESSES -- 8.5 STRUCTURAL BREAKS -- 8.6 BIBLIOGRAPHIC NOTES -- Problems -- CHAPTER 9: SEASONALITY -- 9.1 SARIMA MODELS -- 9.2 SARFIMA MODELS -- 9.3 GARMA MODELS -- 9.4 CALCULATION OF THE ASYMPTOTIC VARIANCE -- 9.5 AUTOCOVARIANCE FUNCTION -- 9.6 MONTE CARLO STUDIES -- 9.7 ILLUSTRATION
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| 500 |
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|a 9.8 BIBLIOGRAPHIC NOTES
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| 590 |
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|a ProQuest Ebook Central
|b Ebook Central Academic Complete
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| 655 |
|
0 |
|a Electronic books.
|
| 758 |
|
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|i has work:
|a Time series analysis (Text)
|1 https://id.oclc.org/worldcat/entity/E39PCGkQt4TCDPyxpydHp7RrpX
|4 https://id.oclc.org/worldcat/ontology/hasWork
|
| 776 |
0 |
8 |
|i Print version:
|a Palma, Wilfredo
|t Time Series Analysis
|d Newark : John Wiley & Sons, Incorporated,c2016
|z 9781118634325
|
| 830 |
|
0 |
|a New York Academy of Sciences Ser.
|
| 856 |
4 |
0 |
|u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=7103907
|z Texto completo
|
| 938 |
|
|
|a ProQuest Ebook Central
|b EBLB
|n EBL7103907
|
| 994 |
|
|
|a 92
|b IZTAP
|
