000 01496cam a2200265 a 4500
008 100402s2010 flua b 001 0 eng
020 _a9781584889212 (hardcover : alk. paper)
020 _a1584889217 (hardcover : alk. paper)
040 _aDLC
_cDLC
050 0 0 _aQA402
_b.K55 2010
082 0 0 _a519.5'5
_bKIT
100 1 _aKitagawa, Genshiro
245 1 0 _aIntroduction to time series modeling /
260 _aBoca Raton :
_bChapman & Hall/CRC,
_cc2010.
300 _axxiii, 289 p. :
440 1 _aMonographs on statistics and applied probability 114 ;
504 _aIncludes bibliographical references and index.
520 _aThis book provides an introduction to time series analysis with emphasis on the state space approach. It reflects the extensive experience and significant contributions of the author to non-linear and non-Gaussian modeling. Illustrating how to build models for time series using basic methods, this book covers numerous time series models and the various tools for handling them. The content of the book is well chosen and would be strongly recommend for readers who want to have a first glance to the notion of time series analysis and modelling. It is also a valuable book for teaching a first course on time series modelling both for graduate and/or undergraduate students.
590 _aoif 19/06/14; 29/07/15
591 _aLoan
650 0 _aState-space methods.
650 0 _aTime-series analysis.
942 _2ddc
_cBOOK
949 _a519.5'5 KIT
999 _c2488
_d2488