Time series analysis.
Guardado en:
| Autor principal: | |
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| Formato: | Libro |
| Lenguaje: | Español |
| Publicado: |
Princeton, N.J. :
Princeton University Press,
1994.
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| Materias: | |
| Aporte de: | Registro referencial: Solicitar el recurso aquí |
Tabla de Contenidos:
- 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.