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Time Series: Theory and Methods

Language EnglishEnglish
Book Paperback
Book Time Series: Theory and Methods Peter J. Brockwell
Libristo code: 04226718
Publishers Springer-Verlag New York Inc., April 2009
This paperback edition is a reprint of the 1991 edition.§Time Series: Theory and Methods is a system... Full description
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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 modelling 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 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 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 non-linear models.

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About the book

Full name Time Series: Theory and Methods
Author Peter J. Brockwell
Language English
Binding Book - Paperback
Date of issue 2009
Number of pages 580
EAN 9781441903198
ISBN 1441903194
Libristo code 04226718
Publishers Springer-Verlag New York Inc.
Weight 940
Dimensions 159 x 235 x 40

Categories

Economics, Finance, Business & Management > Economics > Econometrics & economic statistics
Mathematics & Science > Mathematics > Probability & statistics
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