{"product_id":"9780471361640","title":"A Course in Time Series Analysis","description":"\u003ch3\u003eWiley Series in Probability and Statistics\u003c\/h3\u003e\u003ch1\u003eA Course in Time Series Analysis\u003c\/h1\u003e\u003ch3\u003eDaniel Peña | George C. Tiao | Ruey S. Tsay\u003c\/h3\u003e\u003cdiv\u003e\u003cb\u003eMathematics \/ Probability \u0026amp; Statistics \/ General\u003c\/b\u003e\u003c\/div\u003e\u003cbr\u003e\u003cdiv\u003e\n\u003cp\u003e\u003cb\u003eNew statistical methods and future directions of research in time series\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e\u003ci\u003eA Course in Time Series Analysis\u003c\/i\u003e demonstrates how to build time series models for univariate and multivariate time series data. It brings together material previously available only in the professional literature and presents a unified view of the most advanced procedures available for time series model building. The authors begin with basic concepts in univariate time series, providing an up-to-date presentation of ARIMA models, including the Kalman filter, outlier analysis, automatic methods for building ARIMA models, and signal extraction. They then move on to advanced topics, focusing on heteroscedastic models, nonlinear time series models, Bayesian time series analysis, nonparametric time series analysis, and neural networks. Multivariate time series coverage includes presentations on vector ARMA models, cointegration, and multivariate linear systems. Special features include:\u003c\/p\u003e \u003cul\u003e \u003cli\u003eContributions from eleven of the worldâ??s leading figures in time series\u003c\/li\u003e \u003cli\u003eShared balance between theory and application\u003c\/li\u003e \u003cli\u003eExercise series sets\u003c\/li\u003e \u003cli\u003eMany real data examples\u003c\/li\u003e \u003cli\u003eConsistent style and clear, common notation in all contributions\u003c\/li\u003e \u003cli\u003e60 helpful graphs and tables\u003c\/li\u003e \u003c\/ul\u003e \u003cp\u003eRequiring no previous knowledge of the subject, \u003ci\u003eA Course in Time Series Analysis\u003c\/i\u003e is an important reference and a highly useful resource for researchers and practitioners in statistics, economics, business, engineering, and environmental analysis.\u003c\/p\u003e \u003cp\u003eAn Instructor's Manual presenting detailed solutions to all the problems in he book is available upon request from the Wiley editorial department.\u003c\/p\u003e\n\u003c\/div\u003e\u003cdiv\u003e \u003cp\u003e\u003cb\u003eDANIEL PEÑA,\u003c\/b\u003e PhD, is Professor of Statistics, Universidad Carlos III de Madrid.\u003c\/p\u003e \u003cp\u003e\u003cb\u003eGEORGE C. TIAO,\u003c\/b\u003e PhD, is W. Allen Wallis Professor of Statistics and Econometrics, Graduate School of Business, University of Chicago.\u003c\/p\u003e \u003cp\u003e\u003cb\u003eRUEY S. TSAY,\u003c\/b\u003e PhD, is H. G. B. Alexander Professor of Statistics and Econometrics, Graduate School of Business, University of Chicago.\u003c\/p\u003e\n\u003c\/div\u003e\u003cbr\u003e\u003ctable\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublication Date: \u003c\/td\u003e\n\u003ctd\u003e04 December 2000\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublisher: \u003c\/td\u003e\n\u003ctd\u003eWiley\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eImprint: \u003c\/td\u003e\n\u003ctd\u003eWiley-Interscience\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eISBN-13: \u003c\/td\u003e\n\u003ctd\u003e9780471361640\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eFormat: \u003c\/td\u003e\n\u003ctd\u003eHardback\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePage Count: \u003c\/td\u003e\n\u003ctd\u003e496\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eWeight (oz): \u003c\/td\u003e\n\u003ctd\u003e29.06\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003c\/table\u003e","brand":"Wiley","offers":[{"title":"Default Title","offer_id":44315271528588,"sku":"9780471361640","price":237.56,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9780471361640_a612142a-494a-4ec6-a10e-264c048b7bf3.jpg?v=1780144983","url":"https:\/\/fh90cf-fv.myshopify.com\/products\/9780471361640","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}