Introduction to time series modeling. (©2010)

• Record Type: Book
• Further Information: Note: Genshiro Kitagawa.
• Other Names: Kitagawa, G (Genshiro), 1948-
• Contents: Cover; Title; Copyright; Preface; List of Figures; List of Tables; Contents; Chapter 1: Introduction and Preparatory Analysis; Chapter 2: The Covariance Function; Chapter 3: The Power Spectrum and the Periodogram; Chapter 4: Statistical Modeling; Chapter 5: The Least Squares Method; Chapter 6: Analysis of Time Series Using ARMA Models; Chapter 7: Estimation of an AR Model; Chapter 8: The Locally Stationary AR Model; Chapter 9: Analysis of Time Series with a State-Space Model; Chapter 10: Estimation of the ARMA Model; Chapter 11: Estimation of Trends; Chapter 12: The Seasonal Adjustment Model.
• Publisher Details: Boca Raton : CRC Press
• Publication Date: 2010
• Copyright Date: 2010
• Extent: 1 online resource (xxiii, 289 pages), illustrations
• Subjects: 519.5/5; State-space methods; Time-series analysis; Statistcs as Topic; Mathematics; MATHEMATICS -- Probability & Statistics -- Time Series; State-space methods; Time-series analysis; Electronic books
• Languages: English
• ISBNs: 9781584889229; 1584889225
• Related ISBNs: 9781584889212; 1584889217
• Notes: Note: Includes bibliographical references and index.; Note: Print version record.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.