Introduction to time series modeling (Record no. 12005)

MARC details
000 -LEADER
fixed length control field 02023nam a2200337Ia 4500
001 - CONTROL NUMBER
control field CAH00CE9217PDF
003 - CONTROL NUMBER IDENTIFIER
control field BD-DhSAU
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20151012144308.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS
fixed length control field m|||||o||d||||||||
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr||||
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 100402s2010 fluad sb 001 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781584889229 (ebook : PDF)
040 ## - CATALOGING SOURCE
Original cataloging agency BD-DhSAU
Transcribing agency BD-DhSAU
090 ## - LOCALLY ASSIGNED LC-TYPE CALL NUMBER (OCLC); LOCAL CALL NUMBER (OCLC)
Classification number (OCLC) (R) ; Classification number, CALL (RLIN) (NR) QA402
Local cutter number (OCLC) ; Book number/undivided call number, CALL (RLIN) .K55 2010
092 ## - LOCALLY ASSIGNED DEWEY CALL NUMBER (OCLC)
Classification number 519.55
Item number K621
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Kitagawa, G.
Fuller form of name (Genshiro),
Dates associated with a name 1948-
245 10 - TITLE STATEMENT
Title Introduction to time series modeling
Medium [electronic resource] /
Statement of responsibility, etc. Genshiro Kitagawa.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc. Boca Raton :
Name of publisher, distributor, etc. Chapman & Hall/CRC,
Date of publication, distribution, etc. 2010.
300 ## - PHYSICAL DESCRIPTION
Extent 307 p. :
Other physical details ill.
490 1# - SERIES STATEMENT
Series statement Monographs on statistics and applied probability ;
Volume/sequential designation 114
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliographical references and index.
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note 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. Simulation -- A. Algorithms for nonlinear optimization -- B. Derivation of Levinson's algorithm -- C. Derivation of the Kalman filter and smoother algorithms -- D. Algorithm for the Monte Carlo filter.
530 ## - ADDITIONAL PHYSICAL FORM AVAILABLE NOTE
Additional physical form available note Also available in print edition.
538 ## - SYSTEM DETAILS NOTE
System details note Mode of access: World Wide Web.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element State-space methods.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Time-series analysis.
655 #7 - INDEX TERM--GENRE/FORM
Genre/form data or focus term Electronic books.
Source of term lcsh
776 1# - ADDITIONAL PHYSICAL FORM ENTRY
International Standard Book Number 9781584889212
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Monographs on statistics and applied probability ;
Volume number/sequential designation 114.
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://marc.crcnetbase.com/isbn/9781584889229">http://marc.crcnetbase.com/isbn/9781584889229</a>
Electronic format type application/PDF

No items available.