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Time Series Analysis

Booth, David E.·1997·Technometrics
DOI 10.1080/00401706.1997.10485448
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Abstract

Preface1Difference Equations12Lag Operators253Stationary ARMA Processes434Forecasting725Maximum Likelihood Estimation1176Spectral Analysis1527Asymptotic Distribution Theory1808Linear Regression Models2009Linear Systems of Simultaneous Equations23310Covariance-Stationary Vector Processes25711Vector Autoregressions29112Bayesian Analysis35113The Kalman Filter37214Generalized Method of Moments40915Models of Nonstationary Time Series43516Processes with Deterministic Time Trends45417Univariate Processes with Unit Roots47518Unit Roots in Multivariate Time Series54419Cointegration57120Full-Information Maximum Likelihood Analysis of Cointegrated Systems63021Time Series Models of Heteroskedasticity65722Modeling Time Series with Changes in Regime677A Mathematical Review704B Statistical Tables751C Answers to Selected Exercises769D Greek Letters and Mathematical Symbols Used in the Text786Author Index789Subject Index792

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Metadata

Authors
Booth, D. E.
Venue
Technometrics
Publisher
Informa UK Limited
Published
1997-02
Volume
39
Issue
1
Pages
102-103
ISSN
  • 0040-1706 (ISSN-L)
  • 1537-2723
DOI
10.1080/00401706.1997.10485448
OpenAlex
W2044503966
Cited by
3,201
References
0
FWCI
148.14
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: Time Series Analysis. https://app.cochat.ai/papers/10.1080/00401706.1997.10485448
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Booth, D. E. (1997). Time Series Analysis. Technometrics. https://doi.org/10.1080/00401706.1997.10485448

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