ARMA Model Identification by Byoungseon Choi
During the last two decades, considerable progress has been made in statistical time series analysis. The aim of this book is to present a survey of one of the most active areas in this field: the identification of autoregressive moving-average models, i.e., determining their orders. Readers are assumed to have already taken one course on time series analysis as might be offered in a graduate course, but otherwise this account is self-contained. The main topics covered include: Box-Jenkins' method, inverse autocorrelation functions, penalty function identification such as AIC, BIC techniques and Hannan and Quinn's method, instrumental regression, and a range of pattern identification methods. Rather than cover all the methods in detail, the emphasis is on exploring the fundamental ideas underlying them. Extensive references are given to the research literature and as a result, all those engaged in research in this subject will find this an invaluable aid to their work.-
The Elements of Statistical Learning
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Dragons of Winter Night
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Functional Data Analysis
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Time Series: Theory and Methods
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Modeling Discrete Time-to-Event Data
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Targeted Learning
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Models for Discrete Longitudinal Data
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Regression Modeling Strategies
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Targeted Learning in Data Science
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An Introduction to Sequential Monte Carlo
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Modern Multidimensional Scaling
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Correlation Theory of Stationary and Related Random Functions
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Mathematical Statistics
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Breakthroughs in Statistics
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Annotated Readings in the History of Statistics
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Statistical Models Based on Counting Processes
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Hidden Markov Processes and Adaptive Filtering
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Design of Observational Studies
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Chaos: A Statistical Perspective
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A Comparison of the Bayesian and Frequentist Approaches to Estimation
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Smoothing Spline ANOVA Models
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Analysis of Neural Data
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Finite Mixture and Markov Switching Models
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The Gini Methodology
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Ten Projects in Applied Statistics
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Growth Curve Models and Statistical Diagnostics
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Statistical Methods in Software Engineering
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Gaussian and Non-Gaussian Linear Time Series and Random Fields
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Markov Bases in Algebraic Statistics
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Data
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A Course on Point Processes
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Shrinkage Estimation
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Theory of Statistics
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Bayesian and Frequentist Regression Methods
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A Statistical Model
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Prediction Theory for Finite Populations
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Tools for Statistical Inference
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Parameter Estimation and Hypothesis Testing in Spectral Analysis of Stationary Time Series
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Statistical Design and Analysis for Intercropping Experiments
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Approximate Distributions of Order Statistics
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Robust Asymptotic Statistics
| SKU | Unavailable |
| ISBN 13 | 9781461397472 |
| ISBN 10 | 1461397472 |
| Title | ARMA Model Identification |
| Author | Byoungseon Choi |
| Series | Springer Series In Statistics |
| Condition | Unavailable |
| Binding Type | Paperback |
| Publisher | Springer-Verlag New York Inc. |
| Year published | 2012-03-19 |
| Number of pages | 200 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |