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Time series models / Andrew C. Harvey.

By: Material type: TextTextLanguage: English Publication details: New York : Harvester Wheatsheaf, 1993.Edition: Second editionDescription: xviii, 308 páginas : tablas, gráficas ; 23 cmContent type:
  • Texto
Media type:
  • Sin mediación
Carrier type:
  • Volumen
ISBN:
  • 0745012000
Subject(s): DDC classification:
  • 519.55  H17t  21
Other classification:
  • C22
Contents:
1. Introduction -- 2. Stationary stochastic processes and their properties in the time domain -- 3. Estimation and testing of autoregressive-moving average models -- 4. State space models and the kalman filter -- 5. Time series models -- 6. The frequency domain -- 7. Multivariate time series -- 8. Non-linear models.
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Holdings
Item type Home library Call number Status Notes Date due Barcode Item holds
LIBRO FISICO Biblioteca Principal 519.55 H17t (Browse shelf(Opens below)) Available Mantener en colección 29004018968130
Total holds: 0

Incluye referencias bibliográficas (páginas 295-302) e índice.

1. Introduction -- 2. Stationary stochastic processes and their properties in the time domain -- 3. Estimation and testing of autoregressive-moving average models -- 4. State space models and the kalman filter -- 5. Time series models -- 6. The frequency domain -- 7. Multivariate time series -- 8. Non-linear models.

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