Time series analysis.

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Detalles Bibliográficos
Autor principal: Hamilton, James Douglas, 1954-
Formato: Libro
Lenguaje:Español
Publicado: Princeton, N.J. : Princeton University Press, 1994.
Materias:
Aporte de:Registro referencial: Solicitar el recurso aquí
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100 1 |a Hamilton, James Douglas,   |d 1954-.   |9 40621 
245 1 0 |a Time series analysis.   |c James D. Hamilton. 
260 |a Princeton, N.J. :   |b Princeton University Press,   |c 1994. 
300 |a xiv, 799 p. :   |b il. ;   |c 26 cm. 
336 |a texto  |2 rdacontent 
337 |a sin mediación  |2 rdamedia 
338 |a volumen  |2 rdacarrier 
505 0 0 |a Contenido: Difference equations. Lag operators. Stationary ARMA processes. Forecasting. Maximum Likelihood estimation. Spectral analysis. Asymptotic distribution theory. Linear regression models. Linear systems of simultaneous equations. Covariance-stationary vector processes. Vector autoregressions. Bayesian analysis. The kalman filter. Generalized method of moments. Models of nonstationary time series. Processes with deterministic time trends. Univariate processes with unit roots. Cointegration. Full-information Maximum Likelihood. Time series models of heteroskedasticity. Mathematical review.  
650 7 |a ANALISIS DE SERIES DE TIEMPO  |2 lemb3  |9 6247 
650 7 |a ESTADISTICA MATEMATICA  |2 lemb3  |9 898 
650 7 |a ANALISIS DE REGRESION  |2 lemb3  |9 8942 
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