Introduction to Time Series and Forecasting (Springer Texts in Statistics)

Peter J. Brockwell, Richard A. Davis

ISBN 10: 3319298526 / ISBN 13: 9783319298528

Edité par Springer, 2016

A propos de cet article

[ No Hassle 30 Day Returns ][ Ships Daily ] [ Underlining/Highlighting: NONE ] [ Writing: NONE ] [ Edition: third ] Publisher: Springer Pub Date: 8/20/2016 Binding: Hardcover Pages: 425 third edition.

N° de réf. du vendeur 6708531

Détails bibliographiques

• Titre: Introduction to Time Series and Forecasting (Springer Texts in Statistics)
• Éditeur: Springer
• Date de parution: 2016
• Langue: anglais
• ISBN à 10 chiffres: 3319298526
• ISBN à 13 chiffres: 9783319298528
• Reliure: Couverture rigide
• Édition: 3ème Édition
• État de l'article: Good

A propos de ce titre

Synopsis

This book is aimed at the reader who wishes to gain a working knowledge of time series and forecasting methods as applied to economics, engineering and the natural and social sciences. It assumes knowledge only of basic calculus, matrix algebra and elementary statistics. This third edition contains detailed instructions for the use of the professional version of the Windows-based computer package ITSM2000, now available as a free download from the Springer Extras website. The logic and tools of time series model-building are developed in detail. Numerous exercises are included and the software can be used to analyze and forecast data sets of the user's own choosing. The book can also be used in conjunction with other time series packages such as those included in R. The programs in ITSM2000 however are menu-driven and can be used with minimal investment of time in the computational details.

The core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space models, with an optional chapter on spectral analysis. Many additional special topics are also covered.

New to this edition:

• A chapter devoted to Financial Time Series
  
• Introductions to Brownian motion, Lévy processes and Itô calculus
  
• An expanded section on continuous-time ARMA processes

À propos de l?auteur

Peter J. Brockwell and Richard A. Davis are Fellows of the American Statistical Association and the Institute of Mathematical Statistics and elected members of the International Statistics institute. Richard A. Davis is the current President of the Institute of Mathematical Statistics and, with W.T.M. Dunsmuir, winner of the Koopmans Prize. Professors Brockwell and Davis are coauthors of the widely used advanced text, Time Series: Theory and Methods, Second Edition (Springer-Verlag, 1991).