Information Criteria and Statistical Modeling




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1  Introduction and Preparatory Analysis
2  TheCovariance 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-SpaceModel
10 Estimation of the ARMA Model
11 Estimation of Trends
12 The Seasonal Adjustment Model
13 Time-Varying CoefficientAR Model
14 Non-Gaussian State-Space Model
15 The Sequential Monte Carlo Filter
16 Simulation

Genshiro Kitagawa
Chapman & Hall/CRC Press, New York, 2010
ISBN 978-1-58488-921-2@ @

Last modified January 18, 2015