Time Series: Theory and Methods (Springer Series in Statistics) - Hardcover

Brockwell, P. J.; Brockwell, Peter J.; Fienberg, Stephen E.

Hardcover

ISBN 10: 0387974296 ISBN 13: 9780387974293

Verlag: Springer, 2006

Inhaltsangabe

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.

Über diesen Titel

Von der hinteren Coverseite

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.

Details zur Ausgabe

• Verlag: Springer
• Erscheinungsdatum: 2006
• Sprache: Englisch
• ISBN 10: 0387974296
• ISBN 13: 9780387974293
• Einband: Tapa dura
• Auflage: 6
• Anzahl der Seiten: 600
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: CMN Printpool Inh. Mathis Neumann; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; Hamburg; Deutschland