Time Series: Theory and Methods

Brockwell, Peter J., Davis, Richard A.

ISBN 10: 3540974296 / ISBN 13: 9783540974291

Published by Springer Verlag, 1991

About this Item

Befriedigend/Good: Durchschnittlich erhaltenes Buch bzw. Schutzumschlag mit Gebrauchsspuren, aber vollständigen Seiten. / Describes the average WORN book or dust jacket that has all the pages present.

Seller Inventory # M03540974296-G

Bibliographic Details

• Title: Time Series: Theory and Methods
• Publisher: Springer Verlag
• Publication Date: 1991
• Language: English
• ISBN 10: 3540974296
• ISBN 13: 9783540974291
• Binding: Hardcover
• Edition: 2nd Edition
• Condition: good

About this title

Synopsis

This paperback edition is a reprint of the 1991 edition.Time 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 //www.stat.colostate.edu/ pjbrock/student06.