Time Series: Theory and Methods (inbunden)
Fler böcker inom
Format
Inbunden (Hardback)
Språk
Engelska
Antal sidor
580
Utgivningsdatum
1991-02-01
Upplaga
2nd ed.
Förlag
Springer-Verlag New York Inc.
Medarbetare
Davis, Richard A.
Illustratör/Fotograf
124 Abb
Illustrationer
XVI, 580 p.
Volymtitel
Vol 2
Dimensioner
243 x 160 x 33 mm
Vikt
940 g
Antal komponenter
1
Komponenter
1 Hardback
ISBN
9780387974293

Time Series: Theory and Methods

av Peter J Brockwell, Richard A Davis
Inbunden,  Engelska, 1991-02-01
1873
Köp
Spara som favorit
  • Skickas från oss inom 7-10 vardagar.
  • Fri frakt över 249 kr för privatkunder i Sverige.
Finns även som
Visa alla 3 format & utgåvor
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: Theory and Methods
  2. +
  3. Winning Now, Winning Later

De som köpt den här boken har ofta också köpt Winning Now, Winning Later av David M Cote (häftad).

Köp båda 2 för 2070 kr

Kundrecensioner

Har du läst boken? Sätt ditt betyg »

Fler böcker av författarna

Peter J Brockwell, Richard A Davis

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.

Du kanske gillar