Wiley Series in Probability and Statistics - A Course in Time Series Analysis
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Published By John Wiley & Sons, Inc.

9781118032978, 9780471361640

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Automatic Modeling Methods for Univariate Series

Wiley Series in Probability and Statistics - A Course in Time Series Analysis ◽

10.1002/9781118032978.ch7 ◽

2011 ◽

pp. 171-201 ◽

Cited By ~ 11

Author(s):

Victor Gómez ◽

Agustín Maravall

Keyword(s):

Automatic Modeling ◽

Modeling Methods

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Univariate Time Series: Autocorrelation, Linear Prediction, Spectrum, and State-Space Model

Wiley Series in Probability and Statistics - A Course in Time Series Analysis ◽

10.1002/9781118032978.ch2 ◽

2011 ◽

pp. 23-52

Author(s):

G. Tunnicliffe Wilson

Keyword(s):

Time Series ◽

State Space ◽

Linear Prediction ◽

State Space Model ◽

Space Model ◽

Univariate Time Series

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Model Fitting and Checking, and the Kalman Filter

Wiley Series in Probability and Statistics - A Course in Time Series Analysis ◽

10.1002/9781118032978.ch4 ◽

2011 ◽

pp. 86-110

Author(s):

G. Tunnicliffe Wilson

Keyword(s):

Kalman Filter ◽

Model Fitting

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Wiley Series in Probability and Statistics

Wiley Series in Probability and Statistics - A Course in Time Series Analysis ◽

10.1002/9781118032978.scard ◽

2011 ◽

pp. 461-469

Keyword(s):

Probability And Statistics

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Heteroscedastic Models

Wiley Series in Probability and Statistics - A Course in Time Series Analysis ◽

10.1002/9781118032978.ch9 ◽

2011 ◽

pp. 247-266

Author(s):

Ruey S. Tsay

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Seasonal Adjustment and Signal Extraction Time Series

Wiley Series in Probability and Statistics - A Course in Time Series Analysis ◽

10.1002/9781118032978.ch8 ◽

2011 ◽

pp. 202-246 ◽

Cited By ~ 7

Author(s):

Victor Gómez ◽

Agustín Maravall

Keyword(s):

Time Series ◽

Extraction Time ◽

Signal Extraction ◽

Seasonal Adjustment

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Univariate Autoregressive Moving-Average Models

Wiley Series in Probability and Statistics - A Course in Time Series Analysis ◽

10.1002/9781118032978.ch3 ◽

2011 ◽

pp. 53-85 ◽

Cited By ~ 1

Author(s):

George C. Tiao

Keyword(s):

Moving Average ◽

Autoregressive Moving Average ◽

Moving Average Models ◽

Autoregressive Moving Average Models

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Vector ARMA Models

Wiley Series in Probability and Statistics - A Course in Time Series Analysis ◽

10.1002/9781118032978.ch14 ◽

2011 ◽

pp. 363-407 ◽

Cited By ~ 2

Author(s):

George C. Tiao

Keyword(s):

Arma Models

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Neural Network Models

Wiley Series in Probability and Statistics - A Course in Time Series Analysis ◽

10.1002/9781118032978.ch13 ◽

2011 ◽

pp. 348-362

Author(s):

Kurt Hornik ◽

Friedrich Leisch

Keyword(s):

Neural Network ◽

Network Models ◽

Neural Network Models

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Cointegration in the VAR Model

Wiley Series in Probability and Statistics - A Course in Time Series Analysis ◽

10.1002/9781118032978.ch15 ◽

2011 ◽

pp. 408-435

Author(s):

Søren Johansen

Keyword(s):

Var Model

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Wiley Series in Probability and Statistics - A Course in Time Series AnalysisLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By John Wiley & Sons, Inc.

Automatic Modeling Methods for Univariate Series

Univariate Time Series: Autocorrelation, Linear Prediction, Spectrum, and State-Space Model

Model Fitting and Checking, and the Kalman Filter

Wiley Series in Probability and Statistics

Heteroscedastic Models

Seasonal Adjustment and Signal Extraction Time Series

Univariate Autoregressive Moving-Average Models

Vector ARMA Models

Neural Network Models

Cointegration in the VAR Model

Wiley Series in Probability and Statistics - A Course in Time Series Analysis
Latest Publications