000			02023nam a2200337Ia 4500
001			CAH00CE9217PDF
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008			100402s2010 fluad sb 001 0 eng d
020			_a9781584889229 (ebook : PDF)
040			_aBD-DhSAU _cBD-DhSAU
090			_aQA402 _b.K55 2010
092			_a519.55 _bK621
100	1		_aKitagawa, G. _q(Genshiro), _d1948-
245	1	0	_aIntroduction to time series modeling _h[electronic resource] / _cGenshiro Kitagawa.
260			_aBoca Raton : _bChapman & Hall/CRC, _c2010.
300			_a307 p. : _bill.
490	1		_aMonographs on statistics and applied probability ; _v114
504			_aIncludes bibliographical references and index.
505	0		_a1. 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			_aAlso available in print edition.
538			_aMode of access: World Wide Web.
650		0	_aState-space methods.
650		0	_aTime-series analysis.
655		7	_aElectronic books. _2lcsh
776	1		_z9781584889212
830		0	_aMonographs on statistics and applied probability ; _v114.
856	4	0	_uhttp://marc.crcnetbase.com/isbn/9781584889229 _qapplication/PDF
999			_c12005 _d12004