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