Time Series: Theory and Methods:
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
New York, NY
Springer New York
1991
|
| Edition: | Second Edition |
| Series: | Springer Series in Statistics
|
| Subjects: | |
| Online Access: | Volltext |
| Item Description: | 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 |
| Physical Description: | 1 Online-Ressource (XVI, 580 p) |
| ISBN: | 9781441903204 9781441903198 |
| ISSN: | 0172-7397 |
| DOI: | 10.1007/978-1-4419-0320-4 |
Staff View
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| isbn | 9781441903204 9781441903198 |
| issn | 0172-7397 |
| language | English |
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| spelling | Brockwell, Peter J. Verfasser aut Time Series: Theory and Methods by Peter J. Brockwell, Richard A. Davis Second Edition New York, NY Springer New York 1991 1 Online-Ressource (XVI, 580 p) txt rdacontent c rdamedia cr rdacarrier Springer Series in Statistics 0172-7397 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 Statistics Mathematical statistics Economics / Statistics Econometrics Statistical Theory and Methods Statistics for Business/Economics/Mathematical Finance/Insurance Statistik Wirtschaft Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf 1\p (DE-588)4123623-3 Lehrbuch gnd-content Zeitreihenanalyse (DE-588)4067486-1 s 2\p DE-604 Davis, Richard A. Sonstige oth https://doi.org/10.1007/978-1-4419-0320-4 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Brockwell, Peter J. Time Series: Theory and Methods Statistics Mathematical statistics Economics / Statistics Econometrics Statistical Theory and Methods Statistics for Business/Economics/Mathematical Finance/Insurance Statistik Wirtschaft Zeitreihenanalyse (DE-588)4067486-1 gnd |
| subject_GND | (DE-588)4067486-1 (DE-588)4123623-3 |
| title | Time Series: Theory and Methods |
| title_auth | Time Series: Theory and Methods |
| title_exact_search | Time Series: Theory and Methods |
| title_full | Time Series: Theory and Methods by Peter J. Brockwell, Richard A. Davis |
| title_fullStr | Time Series: Theory and Methods by Peter J. Brockwell, Richard A. Davis |
| title_full_unstemmed | Time Series: Theory and Methods by Peter J. Brockwell, Richard A. Davis |
| title_short | Time Series: Theory and Methods |
| title_sort | time series theory and methods |
| topic | Statistics Mathematical statistics Economics / Statistics Econometrics Statistical Theory and Methods Statistics for Business/Economics/Mathematical Finance/Insurance Statistik Wirtschaft Zeitreihenanalyse (DE-588)4067486-1 gnd |
| topic_facet | Statistics Mathematical statistics Economics / Statistics Econometrics Statistical Theory and Methods Statistics for Business/Economics/Mathematical Finance/Insurance Statistik Wirtschaft Zeitreihenanalyse Lehrbuch |
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