Time Series (häftad)
Format
Häftad (Paperback)
Språk
Engelska
Antal sidor
596
Utgivningsdatum
2009-04-10
Upplaga
2nd ed. 1991. 2nd printing 2009. Softcover reprint of the original 2nd ed. 1991
Förlag
Springer-Verlag New York Inc.
Medarbetare
Davis, Richard A.
Illustrationer
biography
Dimensioner
241 x 152 x 31 mm
Vikt
834 g
Antal komponenter
1
Komponenter
49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam
ISBN
9781441903198

Time Series

Theory and Methods

Häftad, Engelska, 2009-04-10
755 kr
Skickas inom 2-5 vardagar.
Fri frakt inom Sverige för privatpersoner.
This edition contains a large number of additions and corrections scattered throughout the text, including the incorporation of a new chapter on state-space models. The companion diskette for the IBM PC has expanded into the software package ITSM: An Interactive Time Series Modelling Package for the PC, which includes a manual and can be ordered from Springer-Verlag. * We are indebted to many readers who have used the book and programs and made suggestions for improvements. Unfortunately there is not enough space to acknowledge all who have contributed in this way; however, special mention must be made of our prize-winning fault-finders, Sid Resnick and F. Pukelsheim. Special mention should also be made of Anthony Brockwell, whose advice and support on computing matters was invaluable in the preparation of the new diskettes. We have been fortunate to work on the new edition in the excellent environments provided by the University of Melbourne and Colorado State University. We thank Duane Boes particularly for his support and encouragement throughout, and the Australian Research Council and National Science Foundation for their support of research related to the new material. We are also indebted to Springer-Verlag for their constant support and assistance in preparing the second edition. Fort Collins, Colorado P. J. BROCKWELL November, 1990 R. A. DAVIS * /TSM: An Interactive Time Series Modelling Package for the PC by P. J. Brockwell and R. A. Davis. ISBN: 0-387-97482-2; 1991.
Visa hela texten

Passar bra ihop

  1. Time Series
  2. +
  3. ITSM for Windows

De som köpt den här boken har ofta också köpt ITSM for Windows av Peter J Brockwell (mixed media product).

Köp båda 2 för 1799 kr

Kundrecensioner

Har du läst boken? Sätt ditt betyg »

Bloggat om Time Series

Innehållsförteckning

1 Stationary Time Series.- 2 Hilbert Spaces.- 3 Stationary ARMA Processes.- 4 The Spectral Representation of a Stationary Process.- 5 Prediction of Stationary Processes.- 6* Asymptotic Theory.- 7 Estimation of the Mean and the Autocovariance Function.- 8 Estimation for ARMA Models.- 9 Model Building and Forecasting with ARIMA Processes.- 10 Inference for the Spectrum of a Stationary Process.- 11 Multivariate Time Series.- 12 State-Space Models and the Kalman Recursions.- 13 Further Topics.- Appendix: Data Sets.