Time series: theory and methods. (Q1188830): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (3 intermediate revisions by 3 users not shown) | |||
| Property / describes a project that uses | |||
| Property / describes a project that uses: ITSM / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/978-1-4419-0320-4 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W4292963524 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 00:04, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time series: theory and methods. |
scientific article |
Statements
Time series: theory and methods. (English)
0 references
17 September 1992
0 references
[For the review of the first, 1987 - edition see Zbl 0604.62083.] This edition contains a large number of additions and corrections scattered throughout the text, including the incorporation of a new chapter on state-space models. The companion diskette for the IBM PC has expanded into the software package ITSM: An Interactive Time Series Modelling Package for the PC, which includes a manual and can be ordered from Springer-Verlag.
0 references
autocovariance function
0 references
Hilbert space theory
0 references
stationary ARMA processes
0 references
spectral representation
0 references
prediction
0 references
best linear predictors
0 references
estimation problems in time domain
0 references
ARMA models
0 references
identification
0 references
ARIMA models
0 references
multivariate time series
0 references
cross-spectrum
0 references
vector ARMA models
0 references
Kalman filtering
0 references
transfer function
0 references
missing observations
0 references
state-space models
0 references
software package ITSM
0 references
Interactive Time Series Modelling Package
0 references
