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

Brockwell, Peter J. and Richard A. Davis:

ISBN 10: 0387964061 / ISBN 13: 9780387964065

Published by Springer, 1987

About this Item

520 Seiten ex Library Book aus einer wissenschafltichen Bibliothek Sprache: Englisch Gewicht in Gramm: 969 23,6 x 15,2 x 3,0 cm, Gebundene Ausgabe.

Seller Inventory # 363864

Bibliographic Details

• Title: Time Series: Theory and Methods (Springer Series in Statistics)
• Publisher: Springer
• Publication Date: 1987
• Language: English
• ISBN 10: 0387964061
• ISBN 13: 9780387964065
• Binding: Hardcover
• Condition: Gut
• Weight: 969 grams
• Seller catalogs:
  • Alle Bücher

About this title

Synopsis

This disk is designed to accompany the book "Time Series: Theory and Methods" by P.J. Brockwell and R.A. Davis. It contains programs written for the IBM PC (and compatible computers), which can be used to apply the methods described in the text to the data sets supplied in the book's appen- dix, to stimulated data sets, or to data provided by the reader.

From the Back Cover

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.