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> 62-XX Statistics > 62MXX Inference from stochastic processes > 62M10 Time series, auto-correlation, regression, etc.
62M10 Time series, auto-correlation, regression, etc.
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Long-memory processes / Jan Beran
Exemplaires
Code-barres Cote Support Localisation Section Disponibilité 21330 62C541 imprimé / autre CRDM 62/STATISTIQUES Disponible Long-Memory Time Series / Palma, Wilfredo
Titre : Long-Memory Time Series : theory and Methods Type de document : texte imprimé Auteurs : Palma, Wilfredo Editeur : Wiley Année de publication : 2007 Collection : Wiley Series in Probability and Statistics Importance : xviii - 285 p. ISBN/ISSN/EAN : 978-0-470-11402-5 Langues : Anglais Catégories : 62-XX Statistics:62-01 Instructional exposition (textbooks, tutorial papers, etc.)
62-XX Statistics:62MXX Inference from stochastic processes:62M09 Non-Markovian processes: estimation
62-XX Statistics:62MXX Inference from stochastic processes:62M10 Time series, auto-correlation, regression, etc.
62-XX Statistics:62MXX Inference from stochastic processes:62M20 Prediction ; filteringIndex. décimale : 62C Monographie Long-Memory Time Series : theory and Methods [texte imprimé] / Palma, Wilfredo . - [S.l.] : Wiley, 2007 . - xviii - 285 p.. - (Wiley Series in Probability and Statistics) .
ISBN : 978-0-470-11402-5
Langues : Anglais
Catégories : 62-XX Statistics:62-01 Instructional exposition (textbooks, tutorial papers, etc.)
62-XX Statistics:62MXX Inference from stochastic processes:62M09 Non-Markovian processes: estimation
62-XX Statistics:62MXX Inference from stochastic processes:62M10 Time series, auto-correlation, regression, etc.
62-XX Statistics:62MXX Inference from stochastic processes:62M20 Prediction ; filteringIndex. décimale : 62C Monographie Exemplaires
Code-barres Cote Support Localisation Section Disponibilité 17405 62C292 imprimé / autre CRDM 62/STATISTIQUES Disponible Measuring business cycles in economic time series / Regina Kaiser
Titre : Measuring business cycles in economic time series Type de document : texte imprimé Auteurs : Regina Kaiser ; Agustin Maravall Editeur : Springer-Verlag Année de publication : 2001 Collection : Lecture Notes in Statistics num. 154 Importance : viii, 190 p. ISBN/ISSN/EAN : 978-0-387-95112-6 Langues : Anglais Catégories : 62-XX Statistics:62MXX Inference from stochastic processes:62M10 Time series, auto-correlation, regression, etc.
91-XX Game theory, economics, social and behavioral sciences:91-02 Research exposition (monographs, survey articles)
91-XX Game theory, economics, social and behavioral sciences:91BXX Mathematical economics :91B84 Economic time series analysisMots-clés : Hodrick-Prescott filter ARIMA model based decomposition seasonal adjustment detrending Index. décimale : LNS Measuring business cycles in economic time series [texte imprimé] / Regina Kaiser ; Agustin Maravall . - [S.l.] : Springer-Verlag, 2001 . - viii, 190 p.. - (Lecture Notes in Statistics; 154) .
ISBN : 978-0-387-95112-6
Langues : Anglais
Catégories : 62-XX Statistics:62MXX Inference from stochastic processes:62M10 Time series, auto-correlation, regression, etc.
91-XX Game theory, economics, social and behavioral sciences:91-02 Research exposition (monographs, survey articles)
91-XX Game theory, economics, social and behavioral sciences:91BXX Mathematical economics :91B84 Economic time series analysisMots-clés : Hodrick-Prescott filter ARIMA model based decomposition seasonal adjustment detrending Index. décimale : LNS Exemplaires
Code-barres Cote Support Localisation Section Disponibilité 18826 LNS/154 imprimé / autre CRDM LNS/LECTURES NOTES IN STATISTICS Disponible Modelling nonlinear economic time series / Timo Teräsvirta
Titre : Modelling nonlinear economic time series Type de document : texte imprimé Auteurs : Timo Teräsvirta, Auteur ; Dag Tjostheim, Auteur ; C. W. J. Granger, Auteur Editeur : Oxford University Press Année de publication : 2010 Collection : Advanced Texts in Econometrics Importance : xxviii - 557 p. Présentation : ill. Format : 24 cm ISBN/ISSN/EAN : 978-0-19-958714-8 Langues : Anglais Catégories : 62-XX Statistics:62-01 Instructional exposition (textbooks, tutorial papers, etc.)
62-XX Statistics:62MXX Inference from stochastic processes:62M10 Time series, auto-correlation, regression, etc.
62-XX Statistics:62PXX Applications :62P20 Applications to economics
91-XX Game theory, economics, social and behavioral sciences:91BXX Mathematical economicsMots-clés : statistics Time series mathematical economics Index. décimale : 62C Monographie Modelling nonlinear economic time series [texte imprimé] / Timo Teräsvirta, Auteur ; Dag Tjostheim, Auteur ; C. W. J. Granger, Auteur . - [S.l.] : Oxford University Press, 2010 . - xxviii - 557 p. : ill. ; 24 cm. - (Advanced Texts in Econometrics) .
ISBN : 978-0-19-958714-8
Langues : Anglais
Catégories : 62-XX Statistics:62-01 Instructional exposition (textbooks, tutorial papers, etc.)
62-XX Statistics:62MXX Inference from stochastic processes:62M10 Time series, auto-correlation, regression, etc.
62-XX Statistics:62PXX Applications :62P20 Applications to economics
91-XX Game theory, economics, social and behavioral sciences:91BXX Mathematical economicsMots-clés : statistics Time series mathematical economics Index. décimale : 62C Monographie Exemplaires
Code-barres Cote Support Localisation Section Disponibilité 19844 62C430 imprimé / autre CRDM 62/STATISTIQUES Disponible Multivariate time series analysis / Ruey S. Tsay
Titre : Multivariate time series analysis : with R and financial applications Type de document : texte imprimé Auteurs : Ruey S. Tsay (1951-....), Auteur Editeur : John Wiley & Sons Année de publication : 2014 Collection : Wiley Series in Probability and Mathematical Statistics Importance : xvii - 492 p. Format : 24 cm ISBN/ISSN/EAN : 978-1-118-61790-8 Langues : Anglais Catégories : 62-XX Statistics:62MXX Inference from stochastic processes:62M10 Time series, auto-correlation, regression, etc.
62-XX Statistics:62MXX Inference from stochastic processes:62M20 Prediction ; filtering
62-XX Statistics:62PXX Applications :62P20 Applications to economics
91G70 Statisticalmethods in mathematical finance, econometricsMots-clés : Time series mathematical finance multivariate estimation Index. décimale : 62C Monographie Multivariate time series analysis : with R and financial applications [texte imprimé] / Ruey S. Tsay (1951-....), Auteur . - [S.l.] : John Wiley & Sons, 2014 . - xvii - 492 p. ; 24 cm. - (Wiley Series in Probability and Mathematical Statistics) .
ISBN : 978-1-118-61790-8
Langues : Anglais
Catégories : 62-XX Statistics:62MXX Inference from stochastic processes:62M10 Time series, auto-correlation, regression, etc.
62-XX Statistics:62MXX Inference from stochastic processes:62M20 Prediction ; filtering
62-XX Statistics:62PXX Applications :62P20 Applications to economics
91G70 Statisticalmethods in mathematical finance, econometricsMots-clés : Time series mathematical finance multivariate estimation Index. décimale : 62C Monographie Exemplaires
Code-barres Cote Support Localisation Section Disponibilité 21334 62C544 imprimé / autre CRDM 62/STATISTIQUES Disponible New introduction to multiple time series analysis / Lütkepohl, Helmut
PermalinkNon-linear time series / Tong, Howell
PermalinkPractical time series forecasting / Galit Shmueli
PermalinkRegression models for time series analysis / Kedem, Benjamin
PermalinkResampling methods for dependent data / Soumendra Nath. Lahiri
PermalinkResampling methods for dependent data / S. N. Lahiri
PermalinkRichly parameterized linear models / James S. Hodges
PermalinkSeasonal adjustment with the X-11 Method / Dominique Ladiray
PermalinkSelected papers of Hirotugu Akaike / Hirotugu Akaike
PermalinkSelected papers of Hirotugu Akaike / Hirotugu Akaike
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