Items related to ARMA Model Identification (Springer Series in Statistics)
Synopsis
During the last two decades, considerable progress has been made in statistical time series analysis. The aim of this book is to present a survey of one of the most active areas in this field: the identification of autoregressive moving-average models, i.e., determining their orders. Readers are assumed to have already taken one course on time series analysis as might be offered in a graduate course, but otherwise this account is self-contained. The main topics covered include: Box-Jenkins' method, inverse autocorrelation functions, penalty function identification such as AIC, BIC techniques and Hannan and Quinn's method, instrumental regression, and a range of pattern identification methods. Rather than cover all the methods in detail, the emphasis is on exploring the fundamental ideas underlying them. Extensive references are given to the research literature and as a result, all those engaged in research in this subject will find this an invaluable aid to their work.
"synopsis" may belong to another edition of this title.
Other Popular Editions of the Same Title
Search results for ARMA Model Identification (Springer Series in Statistics)
Stock Image
ARMA Model Identification (Springer Series in Statistics)
Seller: HPB-Red, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
hardcover. Condition: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! Seller Inventory # S_310759888
Quantity: 1 available
Stock Image
ARMA Model Identification
Seller: Michener & Rutledge Booksellers, Inc., Baldwin City, KS, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: Very Good+. Inscribed by the author; sticker to front free endpaper, otherwise text clean and tight; no dust jacket; Springer Series in Statistics; 9.70 X 6.40 X 0.70 inches; 200 pages. Seller Inventory # 223535
Quantity: 1 available
Stock Image
ARMA Model Identification
Seller: Better World Books, Mishawaka, IN, U.S.A.
Seller rating 5 out of 5 stars
Condition: Good. Former library book; may include library markings. Used book that is in clean, average condition without any missing pages. Seller Inventory # 6044532-75
Quantity: 1 available