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05670nam a22004093i 4500 |
| 001 - CONTROL NUMBER |
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| control field |
EBC7103907 |
| 003 - CONTROL NUMBER IDENTIFIER |
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MiAaPQ |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20221031135406.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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cr cnu|||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
221028s2016 xx o ||||0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781118634349 |
| Qualifying information |
(electronic bk.) |
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| Cancelled/invalid ISBN |
9781118634325 |
| 035 ## - SYSTEM CONTROL NUMBER |
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| System control number |
(MiAaPQ)EBC7103907 |
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| System control number |
(Au-PeEL)EBL7103907 |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
MiAaPQ |
| Language of cataloging |
eng |
| Description conventions |
rda |
| -- |
pn |
| Transcribing agency |
MiAaPQ |
| Modifying agency |
MiAaPQ |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Palma, Wilfredo. |
| 245 10 - TITLE STATEMENT |
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| Title |
Time Series Analysis. |
| 264 #1 - |
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Newark : |
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John Wiley & Sons, Incorporated, |
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2016. |
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�2016. |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
1 online resource (629 pages) |
| 336 ## - |
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text |
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txt |
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rdacontent |
| 337 ## - |
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computer |
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c |
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rdamedia |
| 338 ## - |
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online resource |
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cr |
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rdacarrier |
| 490 1# - SERIES STATEMENT |
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| Series statement |
New York Academy of Sciences Ser. |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Intro -- Title Page -- Copyright -- Table of Contents -- PREFACE -- ACKNOWLEDGMENTS -- ACRONYMS -- ABOUT THE COMPANION WEBSITE -- CHAPTER 1: INTRODUCTION -- 1.1 TIME SERIES DATA -- 1.2 RANDOM VARIABLES AND STATISTICAL MODELING -- 1.3 DISCRETE-TIME MODELS -- 1.4 SERIAL DEPENDENCE -- 1.5 NONSTATIONARITY -- 1.6 WHITENESS TESTING -- 1.7 PARAMETRIC AND NONPARAMETRIC MODELING -- 1.8 FORECASTING -- 1.9 TIME SERIES MODELING -- 1.10 BIBLIOGRAPHIC NOTES -- Problems -- CHAPTER 2: LINEAR PROCESSES -- 2.1 DEFINITION -- 2.2 STATIONARITY -- 2.3 INVERTIBILITY -- 2.4 CAUSALITY -- 2.5 REPRESENTATIONS OF LINEAR PROCESSES -- 2.6 WEAK AND STRONG DEPENDENCE -- 2.7 ARMA MODELS -- 2.8 AUTOCOVARIANCE FUNCTION -- 2.9 ACF AND PARTIAL ACF FUNCTIONS -- 2.10 ARFIMA PROCESSES -- 2.11 FRACTIONAL GAUSSIAN NOISE -- 2.12 BIBLIOGRAPHIC NOTES -- Problems -- CHAPTER 3: STATE SPACE MODELS -- 3.1 INTRODUCTION -- 3.2 LINEAR DYNAMICAL SYSTEMS -- 3.3 STATE SPACE MODELING OF LINEAR PROCESSES -- 3.4 STATE ESTIMATION -- 3.5 EXOGENOUS VARIABLES -- 3.6 BIBLIOGRAPHIC NOTES -- Problems -- CHAPTER 4: SPECTRAL ANALYSIS -- 4.1 TIME AND FREQUENCY DOMAINS -- 4.2 LINEAR FILTERS -- 4.3 SPECTRAL DENSITY -- 4.4 PERIODOGRAM -- 4.5 SMOOTHED PERIODOGRAM -- 4.6 EXAMPLES -- 4.7 WAVELETS -- 4.8 SPECTRAL REPRESENTATION -- 4.9 TIME-VARYING SPECTRUM -- 4.10 BIBLIOGRAPHIC NOTES -- Problems -- CHAPTER 5: ESTIMATION METHODS -- 5.1 MODEL BUILDING -- 5.2 PARSIMONY -- 5.3 AKAIKE AND SCHWARTZ INFORMATION CRITERIA -- 5.4 ESTIMATION OF THE MEAN -- 5.5 ESTIMATION OF AUTOCOVARIANCES -- 5.6 MOMENT ESTIMATION -- 5.7 MAXIMUM-LIKELIHOOD ESTIMATION -- 5.8 WHITTLE ESTIMATION -- 5.9 STATE SPACE ESTIMATION -- 5.10 ESTIMATION OF LONG-MEMORY PROCESSES -- 5.11 NUMERICAL EXPERIMENTS -- 5.12 BAYESIAN ESTIMATION -- 5.13 STATISTICAL INFERENCE -- 5.14 ILLUSTRATIONS -- 5.15 BIBLIOGRAPHIC NOTES -- Problems -- CHAPTER 6: NONLINEAR TIME SERIES. |
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| Formatted contents note |
6.1 INTRODUCTION -- 6.2 TESTING FOR LINEARITY -- 6.3 HETEROSKEDASTIC DATA -- 6.4 ARCH MODELS -- 6.5 GARCH MODELS -- 6.6 ARFIMA-GARCH MODELS -- 6.7 ARCH(∞) MODELS -- 6.8 APARCH MODELS -- 6.9 STOCHASTIC VOLATILITY -- 6.10 NUMERICAL EXPERIMENTS -- 6.11 DATA APPLICATIONS -- 6.12 VALUE AT RISK -- 6.13 AUTOCORRELATION OF SQUARES -- 6.14 THRESHOLD AUTOREGRESSIVE MODELS -- 6.15 BIBLIOGRAPHIC NOTES -- Problems -- CHAPTER 7: PREDICTION -- 7.1 OPTIMAL PREDICTION -- 7.2 ONE-STEP AHEAD PREDICTORS -- 7.3 MULTISTEP AHEAD PREDICTORS -- 7.4 HETEROSKEDASTIC MODELS -- 7.5 PREDICTION BANDS -- 7.6 DATA APPLICATION -- 7.7 BIBLIOGRAPHIC NOTES -- Problems -- CHAPTER 8: NONSTATIONARY PROCESSES -- 8.1 INTRODUCTION -- 8.2 UNIT ROOT TESTING -- 8.3 ARIMA PROCESSES -- 8.4 LOCALLY STATIONARY PROCESSES -- 8.5 STRUCTURAL BREAKS -- 8.6 BIBLIOGRAPHIC NOTES -- Problems -- CHAPTER 9: SEASONALITY -- 9.1 SARIMA MODELS -- 9.2 SARFIMA MODELS -- 9.3 GARMA MODELS -- 9.4 CALCULATION OF THE ASYMPTOTIC VARIANCE -- 9.5 AUTOCOVARIANCE FUNCTION -- 9.6 MONTE CARLO STUDIES -- 9.7 ILLUSTRATION -- 9.8 BIBLIOGRAPHIC NOTES -- Problems -- CHAPTER 10: TIME SERIES REGRESSION -- 10.1 MOTIVATION -- 10.2 DEFINITIONS -- 10.3 PROPERTIES OF THE LSE -- 10.4 PROPERTIES OF THE BLUE -- 10.5 ESTIMATION OF THE MEAN -- 10.6 POLYNOMIAL TREND -- 10.7 HARMONIC REGRESSION -- 10.8 ILLUSTRATION: AIR POLLUTION DATA -- 10.9 BIBLIOGRAPHIC NOTES -- Problems -- CHAPTER 11: MISSING VALUES AND OUTLIERS -- 11.1 INTRODUCTION -- 11.2 LIKELIHOOD FUNCTION WITH MISSING VALUES -- 11.3 EFFECTS OF MISSING VALUES ON ML ESTIMATES -- 11.4 EFFECTS OF MISSING VALUES ON PREDICTION -- 11.5 INTERPOLATION OF MISSING DATA -- 11.6 SPECTRAL ESTIMATION WITH MISSING VALUES -- 11.7 OUTLIERS AND INTERVENTION ANALYSIS -- 11.8 BIBLIOGRAPHIC NOTES -- Problems -- CHAPTER 12: NON-GAUSSIAN TIME SERIES -- 12.1 DATA DRIVEN MODELS -- 12.2 PARAMETER DRIVEN MODELS. |
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| Formatted contents note |
12.3 ESTIMATION -- 12.4 DATA ILLUSTRATIONS -- 12.5 ZERO-INFLATED MODELS -- 12.6 BIBLIOGRAPHIC NOTES -- Problems -- APPENDIX A: COMPLEMENTS -- A.1 PROJECTION THEOREM -- A.2 WOLD DECOMPOSITION -- A.3 BIBLIOGRAPHIC NOTES -- APPENDIX B: SOLUTIONS TO SELECTED PROBLEMS -- APPENDIX C: DATA AND CODES -- REFERENCES -- TOPIC INDEX -- AUTHOR INDEX -- End User License Agreement. |
| 588 ## - |
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| -- |
Description based on publisher supplied metadata and other sources. |
| 590 ## - LOCAL NOTE (RLIN) |
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| Local note |
Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2022. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries. |
| 655 #4 - INDEX TERM--GENRE/FORM |
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| Genre/form data or focus term |
Electronic books. |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
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| Display text |
Print version: |
| Main entry heading |
Palma, Wilfredo |
| Title |
Time Series Analysis |
| Place, publisher, and date of publication |
Newark : John Wiley & Sons, Incorporated,c2016 |
| International Standard Book Number |
9781118634325 |
| 797 2# - LOCAL ADDED ENTRY--CORPORATE NAME (RLIN) |
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| Corporate name or jurisdiction name as entry element |
ProQuest (Firm) |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
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| Uniform title |
New York Academy of Sciences Ser. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
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| Uniform Resource Identifier |
https://ebookcentral.proquest.com/lib/kliuc-ebooks/detail.action?docID=7103907 |
| Public note |
Click to View |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Source of classification or shelving scheme |
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| Koha item type |
E-book |
