عنوان

Time Series: Theory and Methods

شابک

9781441903198

شابک

9781441903204

شماره

dltt

عنوان اصلي

Time Series: Theory and Methods

نام عام مواد

[Book]

نام نخستين پديدآور

by Peter J. Brockwell, Richard A. Davis.

وضعيت ويراست

Second Edition.

محل نشرو پخش و غیره

New York, NY :

نام ناشر، پخش کننده و غيره

Imprint: Springer,

تاریخ نشرو بخش و غیره

1991.

عنوان فروست

Springer Series in Statistics,

شاپا ي ISSN فروست

0172-7397

متن يادداشت

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.

بدون عنوان

0

متن يادداشت

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.

شماره استاندارد بين المللي کتاب و موسيقي

9781441903198

عنوان

Springer eBooks

موضوع مستند نشده

Econometrics.

موضوع مستند نشده

Economics-- Statistics.

موضوع مستند نشده

Mathematical statistics.

موضوع مستند نشده

Statistics.

مستند نام اشخاص تاييد نشده

Brockwell, Peter J.

مستند نام اشخاص تاييد نشده

Davis, Richard A.

مستند نام تنالگان تاييد نشده

SpringerLink (Online service)

تاريخ عمليات

20190307162800.0

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y