Time Series: Theory and Methods:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York, NY
Springer New York
1987
|
| Schriftenreihe: | Springer Series in Statistics
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| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | We have attempted in this book to give 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 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 has been used both at the M. S. level, emphasizing the more practical aspects of modelling, and at the Ph. D. level, where the detailed mathematical derivations of the deeper results can be included. Distinctive features of the book are the extensive use of elementary Hilbert space methods and recursive prediction techniques based on innovations, use of the exact Gaussian likelihood and AIC for inference, a thorough treatment of the asymptotic behavior of the maximum likelihood estimators of the coefficients of univariate ARMA models, extensive illustrations of the tech niques by means of numerical examples, and a large number of problems for the reader. The companion diskette contains programs written for the IBM PC, which can be used to apply the methods described in the text |
| Beschreibung: | 1 Online-Ressource (XIV, 520 p) |
| ISBN: | 9781489900043 |
| ISSN: | 0172-7397 |
| DOI: | 10.1007/978-1-4899-0004-3 |
Internformat
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Datensatz im Suchindex
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| author | Brockwell, Peter J. 1937-2023 |
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| author_sort | Brockwell, Peter J. 1937-2023 |
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| dewey-full | 519.5 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.5 |
| dewey-search | 519.5 |
| dewey-sort | 3519.5 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1007/978-1-4899-0004-3 |
| format | Electronic eBook |
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| illustrated | Not Illustrated |
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| institution | BVB |
| isbn | 9781489900043 |
| issn | 0172-7397 |
| language | English |
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| spelling | Brockwell, Peter J. 1937-2023 Verfasser (DE-588)171133188 aut Time Series: Theory and Methods by Peter J. Brockwell, Richard A. Davis New York, NY Springer New York 1987 1 Online-Ressource (XIV, 520 p) txt rdacontent c rdamedia cr rdacarrier Springer Series in Statistics 0172-7397 We have attempted in this book to give 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 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 has been used both at the M. S. level, emphasizing the more practical aspects of modelling, and at the Ph. D. level, where the detailed mathematical derivations of the deeper results can be included. Distinctive features of the book are the extensive use of elementary Hilbert space methods and recursive prediction techniques based on innovations, use of the exact Gaussian likelihood and AIC for inference, a thorough treatment of the asymptotic behavior of the maximum likelihood estimators of the coefficients of univariate ARMA models, extensive illustrations of the tech niques by means of numerical examples, and a large number of problems for the reader. The companion diskette contains programs written for the IBM PC, which can be used to apply the methods described in the text Statistics Statistics, general Statistik 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. 1952- Sonstige (DE-588)173920608 oth Erscheint auch als Druck-Ausgabe 978-1-4899-0006-7 https://doi.org/10.1007/978-1-4899-0004-3 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. 1937-2023 Time Series: Theory and Methods Statistics Statistics, general Statistik 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 Statistics, general Statistik Zeitreihenanalyse (DE-588)4067486-1 gnd |
| topic_facet | Statistics Statistics, general Statistik Zeitreihenanalyse Lehrbuch |
| url | https://doi.org/10.1007/978-1-4899-0004-3 |
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