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Time Series Analysis

Language EnglishEnglish
Book Hardback
Book Time Series Analysis Jonathan D. Cryer
Libristo code: 04066880
Publishers Springer-Verlag New York Inc., May 2008
The book was developed for a one-semester course usually attended by students in statistics, economi... Full description
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The book was developed for a one-semester course usually attended by students in statistics, economics, business, engineering, and quantitative social sciences. Basic applied statistics is assumed through multiple regression. Calculus is assumed only to the extent of minimizing sums of squares but a calculus-based introduction to statistics is necessary for a thorough understanding of some of the theory. However, required facts concerning expectation, variance, covariance, and correlation are reviewed in appendices. Also, conditional expectation properties and minimum mean square error prediction are developed in appendices. Actual time series data drawn from various disciplines are used throughout the book to illustrate the methodology. The book contains additional topics of a more advanced nature that could be selected for inclusion in a course if the instructor so chooses.

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About the book

Full name Time Series Analysis
Author Jonathan D. Cryer, Kung-Sik Chan
Language English
Binding Book - Hardback
Date of issue 2008
Number of pages 491
EAN 9780387759586
ISBN 0387759581
Libristo code 04066880
Publishers Springer-Verlag New York Inc.
Weight 1132
Dimensions 185 x 261 x 33

Categories

Economics, Finance, Business & Management > Finance & accounting > Finance > Insurance & actuarial studies
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Probability & statistics
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