MARC details
000 -LEADER |
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04658 am a2200397Ii 4500 |
001 - CONTROL NUMBER |
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ocm56103499 |
003 - CONTROL NUMBER IDENTIFIER |
control field |
EG-GaU |
005 - DATE AND TIME OF LATEST TRANSACTION |
control field |
20220227150540.0 |
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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cr|mn||||||||| |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
fixed length control field |
040806r20062002ii a ob 001 0 eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
9798181284043 |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
8181284046 |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
0387953515 |
040 ## - CATALOGING SOURCE |
Original cataloging agency |
N$T |
Language of cataloging |
eng |
Description conventions |
rda |
-- |
pn |
Transcribing agency |
N$T |
Modifying agency |
OCLCQ |
-- |
YDXCP |
-- |
OCLCQ |
-- |
TUU |
-- |
OCLCQ |
-- |
TULIB |
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OCLCQ |
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OCLCO |
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EBLCP |
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INANG |
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UAB |
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CDN |
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IDEBK |
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CNTRU |
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E7B |
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OCLCQ |
-- |
OCLCF |
-- |
OCLCQ |
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OSU |
-- |
COO |
-- |
EG-GaU |
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
Classification number |
519.55 |
Edition number |
23 |
Item number |
B.P.I. |
100 1# - MAIN ENTRY--PERSONAL NAME |
Personal name |
Brockwell, Peter J., |
Relator term |
author. |
9 (RLIN) |
1193 |
245 10 - TITLE STATEMENT |
Title |
Introduction to time series and forecasting / |
Statement of responsibility, etc. |
Peter J. Brockwell, Richard A. Davis. |
250 ## - EDITION STATEMENT |
Edition statement |
Second edition. |
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
Place of production, publication, distribution, manufacture |
New Delhi : |
Name of producer, publisher, distributor, manufacturer |
Springer, |
Date of production, publication, distribution, manufacture, or copyright notice |
2006 |
300 ## - PHYSICAL DESCRIPTION |
Extent |
xiv, 434 pages : |
Other physical details |
illustrations ; |
Dimensions |
24 cm + |
Accompanying material |
1 computer optical laser disc (4 3/4 in.). |
336 ## - CONTENT TYPE |
Content type term |
text |
Content type code |
txt |
Source |
rdacontent |
337 ## - MEDIA TYPE |
Media type term |
unmediated |
Media type code |
n |
Source |
rdamedia |
338 ## - CARRIER TYPE |
Carrier type term |
volume |
Carrier type code |
nc |
Source |
rdacarrier |
490 1# - SERIES STATEMENT |
Series statement |
Springer texts in statistics |
504 ## - BIBLIOGRAPHY, ETC. NOTE |
Bibliography, etc. note |
Includes bibliographical references (pages 423-428) and index. |
505 8# - FORMATTED CONTENTS NOTE |
Formatted contents note |
Cover -- Table of Contents -- Preface -- Chapter 1. Introduction -- 1.1. Examples of Time Series -- 1.2. Objectives of Time Series Analysis -- 1.3. Some Simple Time Series Models -- 1.4. Stationary Models and the Autocorrelation Function -- 1.5. Estimation and Elimination of Trend and Seasonal Components -- 1.6. Testing the Estimated Noise Sequence -- Problems -- Chapter 2. Stationary Processes -- 2.1. Basic Properties -- 2.2. Linear Processes -- 2.3. Introduction to ARMA Processes -- 2.4. Properties of the Sample Mean and Autocorrelation Function -- 2.5. Forecasting Stationary Time Series -- 2.6. The Wold Decomposition -- Problems -- Chapter 3. ARMA Models -- 3.1. ARMA(p, q) Processes -- 3.2. The ACF and PACF of an ARMA(p, q) Process -- 3.3. Forecasting ARMA Processes -- Problems -- Chapter 4. Spectral Analysis -- 4.1. Spectral Densities -- 4.2. The Periodogram -- 4.3. Time-Invariant Linear Filters -- 4.4. The Spectral Density of an ARMA Process -- Problems -- Chapter 5. Modeling and Forecasting with ARMA Processes -- 5.1. Preliminary Estimation -- 5.2. Maximum Likelihood Estimation -- 5.3. Diagnostic Checking -- 5.4. Forecasting -- 5.5. Order Selection -- Problems -- Chapter 6. Nonstationary and Seasonal Time Series Models -- 6.1. ARIMA Models for Nonstationary Time Series -- 6.2. Identification Techniques -- 6.3. Unit Roots in Time Series Models -- 6.4. Forecasting ARIMA Models -- 6.5. Seasonal ARIMA Models -- 6.6. Regression with ARMA Errors -- Problems -- Chapter 7. Multivariate Time Series -- 7.1. Examples -- 7.2. Second-Order Properties of Multivariate Time Series -- 7.3. Estimation of the Mean and Covariance Function -- 7.4. Multivariate ARMA Processes -- 7.5. Best Linear Predictors of Second-Order Random Vectors -- 7.6. Modeling and Forecasting with Multivariate AR Processes -- 7.7. Cointegration -- Problems -- Chapter 8. State-Space Models -- 8.1. State-Space Representations -- 8.2. The Basic Structural Model -- 8.3. State-Space Representation of ARIMA Models -- 8.4. The Kalman Recursions -- 8.5. Estimation For State-Space Models -- 8.6. State-Space Models with Missing Observations -- 8.7. The EM Algorithm -- 8.8. Generalized State-Space Models -- Problems -- Chapter 9. Forecasting Techniques -- 9.1. The ARAR Algorithm -- 9.2. The Holt ... Winters Algorithm -- 9.3. The Holt ... Winters Seasonal Algorithm -- 9.4. Choosing a Forecasting Algorithm -- Problems -- Chapter 10. Further Topics -- 10.1. Transfer Function Models -- 10.2. Intervention Analysis -- 10.3. Nonlinear Models -- 10.4. Continuous-Time Models -- 10.5. Long-Memory Models -- Problems -- Appendix A. Random Variables and Probability Distributions -- A.1. Distribution Functions and Expectation -- A.2. Random Vectors -- A.3. The Multivariate Normal Distribution -- Problems -- Appendix B. Statistical Complements -- B.1. Least Squares Estimation -- B.2. Maximum Likelihood Estimation -- B.3. Confidence Intervals -- B.4. Hypothesis Testing -- Appendix C. Mean Square Convergence -- C.1. The Cauchy Criterion. |
588 ## - SOURCE OF DESCRIPTION NOTE |
Source of description note |
Description based on print version record. |
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Time-series analysis. |
Source of heading or term |
GU-sh |
9 (RLIN) |
1194 |
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
MATHEMATICS |
General subdivision |
Probability & Statistics |
-- |
Time Series. |
Source of heading or term |
GU-sh |
9 (RLIN) |
1195 |
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Time-series analysis. |
Source of heading or term |
fast |
Authority record control number or standard number |
GU-sh |
9 (RLIN) |
1194 |
700 1# - ADDED ENTRY--PERSONAL NAME |
Personal name |
Davis, Richard A., |
Relator term |
author. |
9 (RLIN) |
1196 |
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
Uniform title |
Springer texts in statistics. |
9 (RLIN) |
1197 |
856 41 - ELECTRONIC LOCATION AND ACCESS |
Uniform Resource Identifier |
<a href="https://library.gu.edu.eg/cgi-bin/koha/opac-retrieve-file.pl?id=b772e4cda9e500ed071223a607bf85b6">https://library.gu.edu.eg/cgi-bin/koha/opac-retrieve-file.pl?id=b772e4cda9e500ed071223a607bf85b6</a> |
Public note |
Get the E-Book |
942 ## - ADDED ENTRY ELEMENTS (KOHA) |
Source of classification or shelving scheme |
Dewey Decimal Classification |
Koha item type |
Books |