Introduction to Time Series Modeling with ...

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Beschreibung

Introduction to Time Series Modeling: with Applications in R, Second Edition covers numerous stationary and nonstationary time series models and tools for estimating and utilizing them. The goal of this book is to enable readers to build their own models to understand, predict and master time series.

Über den Autor

Genshiro Kitagawa is a project professor at the University of Tokyo, the former Director-General of the Institute of Statistical Mathematics, and the former President of the Research Organization of Information and Systems.

Inhaltsverzeichnis

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. 17. Simulations.

Details

Erscheinungsjahr:	2022
Fachbereich:	Allgemeines
Genre:	Importe , Wirtschaft
Rubrik:	Recht & Wirtschaft
Medium:	Taschenbuch
Inhalt:	Einband - flex.(Paperback)
ISBN-13:	9780367494247
ISBN-10:	0367494248
Sprache:	Englisch
Einband:	Kartoniert / Broschiert
Autor:	Kitagawa, Genshiro
Auflage:	2. Auflage
Hersteller:	Chapman and Hall/CRC
Verantwortliche Person für die EU:	Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße:	234 x 156 x 18 mm
Von/Mit:	Genshiro Kitagawa
Erscheinungsdatum:	01.08.2022
Gewicht:	0,518 kg