Introduction to Time Series Modeling with Applications in R / Genshiro Kitagawa.
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TextPublication details: New York : CRC Press , 2021.Edition: 2nd edDescription: 323 p. : ills. ; 23 cmISBN: - 9780367494247
- 519.55 KII
Books
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Statistics Discipline
| Item type | Current library | Collection | Shelving location | Call number | Copy number | Status | Date due | Barcode | |
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Books
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KU Central Library | Rack No. : 35 Shelve No. : A-01 | General Stack (Issuable Books) | 519.55 KII 2021 (Browse shelf(Opens below)) | C-3 (I) | Available | 53607 | ||
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Books
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KU Central Library | Rack No. : 35 Shelve No. : A-01 | General Stack (Issuable Books) | 519.55 KII 2021 (Browse shelf(Opens below)) | C-4 (I) | Available | 53608 | ||
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Books
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KU Central Library | Rack No. : 35 Shelve No. : A-01 | General Stack (Issuable Books) | 519.55 KII 2021 (Browse shelf(Opens below)) | C-5 (I) | Available | 53609 | ||
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Books
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KU Central Library | Rack No. : 16 Annex : 01 Shelve No. : A-04 | Reference Section (Non-Issuable Books) | 519.55 KII 2021 (Browse shelf(Opens below)) | C-1 (NI) | Not For Loan | 53605 | ||
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Books
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KU Central Library | Rack No. : 16 Annex : 01 Shelve No. : A-04 | Reference Section (Non-Issuable Books) | 519.55 KII 2021 (Browse shelf(Opens below)) | C-2 (NI) | Not For Loan | 53606 |
Includes index and bibliography.
1. Introduction and Preparatory Analysis.
2. The Covariance Function.
3. The Power Spectrum and the Periodogram.
4. Statistical Modeling.
5. The Least Squares Method.
6. Analysis of Time Series Using ARMA Models.
7. Estimation of an AR Model.
8. The Locally Stationary AR Model.
9. Analysis of Time Series with a State-Space Model.
10. Estimation of the ARMA Model.
11. Estimation of Trends.
12. The Seasonal Adjustment Model.
13. Time-Varying Coefficient AR Model.
14. Non-Gaussian State-Space Model.
15. The Sequential Monte Carlo Filter.
16. Simulations.
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