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20240329122006.0 |
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230209s2015 xx o ||| 0 eng d |
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|a EBLCP
|b eng
|c EBLCP
|d OCLCQ
|d EBLCP
|d OCLCQ
|d OCLCO
|d OCLCQ
|d OCLCL
|d OCLCQ
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|a 9781118674918
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|a 111867491X
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|a (OCoLC)1347026454
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|a 519.5/5
|q OCoLC
|2 23/eng/20230216
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| 049 |
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|a UAMI
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| 100 |
1 |
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|a Box, George E. P.
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| 245 |
1 |
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|a Time Series Analysis
|h [electronic resource] :
|b Forecasting and Control.
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| 260 |
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|a Newark :
|b John Wiley & Sons, Incorporated,
|c 2015.
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| 300 |
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|a 1 online resource (1288 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 -- Wiley Series in Probability and Statistics -- Title Page -- Copyright -- Dedication -- Preface to the Fifth Edition -- Preface to the Fourth Edition -- Preface to the Third Edition -- Chapter 1: Introduction -- 1.1 Five Important Practical Problems -- 1.2 Stochastic and Deterministic Dynamic Mathematical Models -- 1.3 Basic Ideas in Model Building -- Appendix A1.1 Use Of The R Software -- Exercises -- Part One: Stochastic Models and Their Forecasting -- Chapter 2: Autocorrelation Function and Spectrum of Stationary Processes -- 2.1 Autocorrelation Properties of Stationary Models
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|a 2.2 Spectral Properties of Stationary Models -- Appendix A2.1 Link Between the Sample Spectrum and Autocovariance Function Estimate -- Exercises -- Chapter 3: Linear Stationary Models -- 3.1 General Linear Process -- 3.2 Autoregressive Processes -- 3.3 Moving Average Processes -- 3.4 Mixed Autoregressive-Moving Average Processes -- Appendix A3.1 Autocovariances, Autocovariance Generating Function, and Stationarity Conditions for a General Linear Process -- Appendix A3.2 Recursive Method for Calculating Estimates of Autoregressive Parameters -- Exercises -- Chapter 4: Linear Nonstationary Models
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| 505 |
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|a 4.1 Autoregressive Integrated Moving Average Processes -- 4.2 Three Explicit Forms for the Arima Model -- 4.3 Integrated Moving Average Processes -- Appendix A4.1 Linear Difference Equations -- Appendix A4.2 IMA(0, 1, 1) Process with Deterministic Drift -- Appendix A4.3 Arima Processes with Added Noise -- Exercises -- Chapter 5: Forecasting -- 5.1 Minimum Mean Square Error Forecasts and Their Properties -- 5.2 Calculating Forecasts and Probability Limits -- 5.3 Forecast Function and Forecast Weights -- 5.4 Examples of Forecast Functions and Their Updating
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| 505 |
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|a 5.5 Use of State-Space Model Formulation for Exact Forecasting -- 5.6 Summary -- Appendix A5.1 Correlation Between Forecast Errors -- Appendix A5.2 Forecast Weights for Any Lead Time -- Appendix A5.3 Forecasting in Terms of the General Integrated Form -- Exercises -- Part Two: Stochastic Model Building -- Chapter 6: Model Identification -- 6.1 Objectives of Identification -- 6.2 Identification Techniques -- 6.3 Initial Estimates for the Parameters -- 6.4 Model Multiplicity -- Appendix A6.1 Expected Behavior of the Estimated Autocorrelation Function for a Nonstationary Process -- Exercises
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| 505 |
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|a Chapter 7: Parameter Estimation -- 7.1 Study of the Likelihood and Sum-of-Squares Functions -- 7.2 Nonlinear Estimation -- 7.3 Some Estimation Results for Specific Models -- 7.4 Likelihood Function Based on the State-Space Model -- 7.5 Estimation Using Bayes' Theorem -- Appendix A7.1 Review of Normal Distribution Theory -- Appendix A7.2 Review of Linear Least-Squares Theory -- Appendix A7.3 Exact Likelihood Function for Moving Average and Mixed Processes -- Appendix A7.4 Exact Likelihood Function for an Autoregressive Process
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| 500 |
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|a Appendix A7.5 Asymptotic Distribution of Estimators for Autoregressive Models
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| 590 |
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|a ProQuest Ebook Central
|b Ebook Central Academic Complete
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| 655 |
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0 |
|a Electronic books.
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| 758 |
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|i has work:
|a Time series analysis (Text)
|1 https://id.oclc.org/worldcat/entity/E39PCGQHqPjWtWy9whv8xJhgGb
|4 https://id.oclc.org/worldcat/ontology/hasWork
|
| 776 |
0 |
8 |
|i Print version:
|a Box, George E. P.
|t Time Series Analysis
|d Newark : John Wiley & Sons, Incorporated,c2015
|z 9781118675021
|
| 830 |
|
0 |
|a New York Academy of Sciences Ser.
|
| 856 |
4 |
0 |
|u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=7103937
|z Texto completo
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| 938 |
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|a ProQuest Ebook Central
|b EBLB
|n EBL7103937
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| 994 |
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|a 92
|b IZTAP
|
