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Time series analysis / Wilfredo Palma.

By: Material type: TextTextSeries: Wiley series in probability and statisticsPublication details: New Jersey : John Wiley, c2016.Description: xxv, 579 p. : illustrations ; 23 cmISBN:
  • 9781118634325
Subject(s): DDC classification:
  • 000SA.3 23 P171
Contents:
1. Introduction -- 2. Linear processes -- 3. State space models -- 4. Spectral analysis -- 5. Estimation methods -- 6. Nonlinear time series -- 7. Prediction -- 8. Nonstationary processes -- 9. Seasonality -- 10. Time series regression -- 11. Missing values and outliers -- 12. Non-Gaussian time series -- 13. Appendices -- References -- Indexes.
Summary: A modern and accessible guide to the analysis of introductory time series data Featuring an organized and self-contained guide, Time Series Analysis provides a broad introduction to the most fundamental methodologies and techniques of time series analysis.
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Books ISI Library, Kolkata 000SA.3 P171 (Browse shelf(Opens below)) Available 136768
Total holds: 0

Includes bibliographical references and indexes.

1. Introduction --
2. Linear processes --
3. State space models --
4. Spectral analysis --
5. Estimation methods --
6. Nonlinear time series --
7. Prediction --
8. Nonstationary processes --
9. Seasonality --
10. Time series regression --
11. Missing values and outliers --
12. Non-Gaussian time series --
13. Appendices --
References --
Indexes.

A modern and accessible guide to the analysis of introductory time series data Featuring an organized and self-contained guide, Time Series Analysis provides a broad introduction to the most fundamental methodologies and techniques of time series analysis.

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