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Time Series: Theory and Methods Theory and Methods

Name: Time Series: Theory and Methods
Author: Peter J. Brockwell

Auteur: Peter J. Brockwell

Taal: Engels

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Auteur: Peter J. Brockwell Richard A. Davis

Co-auteur: Peter J. Brockwell

Engels
Hardcover
9780387974293
22 februari 1991
580 pagina's

Alle productspecificaties

Samenvatting

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.

This paperback edition is a reprint of the 1991 edition.

Time Series: Theory and Methods is a systematic account of linear time series models and their application to the modeling and prediction of data collected sequentially in time. The aim is to provide specific techniques for handling data and at the same time to provide a thorough understanding of the mathematical basis for the techniques. Both time and frequency domain methods are discussed, but the book is written in such a way that either approach could be emphasized. The book is intended to be a text for graduate students in statistics, mathematics, engineering, and the natural or social sciences. It contains substantial chapters on multivariate series and state-space models (including applications of the Kalman recursions to missing-value problems) and shorter accounts of special topics including long-range dependence, infinite variance processes, and nonlinear models.

Most of the programs used in the book are available in the modeling package ITSM2000, the student version of which can be downloaded from http://www.stat.colostate.edu/~pjbrock/student06.

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.

Productspecificaties

Inhoud

Taal: en
Bindwijze: Hardcover
Oorspronkelijke releasedatum: 22 februari 1991
Aantal pagina's: 580
Illustraties: Met illustraties

Betrokkenen

Hoofdauteur: Peter J. Brockwell
Tweede Auteur: Richard A. Davis
Co Auteur: Peter J. Brockwell
Hoofduitgeverij: Springer-Verlag New York Inc.

Overige kenmerken

Editie: 2
Extra groot lettertype: Nee
Product breedte: 155 mm
Product lengte: 235 mm
Studieboek: Nee
Verpakking breedte: 155 mm
Verpakking hoogte: 32 mm
Verpakking lengte: 235 mm
Verpakkingsgewicht: 1057 g

EAN

EAN: 9780387974293

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Categorieën: Wetenschap & Natuur

Economie & Financiën

Economie

Wiskunde

Econometrie

Kansrekening & Statistieken

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Taal: Engels
Beschikbaarheid: Leverbaar
Boek, ebook of luisterboek?: Boek
Studieboek of algemeen: Studieboeken

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