Verwandte Artikel zu Time Series Analysis: Forecasting & Control
Inhaltsangabe
Explores the building of stochastic (statistical) models for time series and their use in important areas of application, forecasting, model specification, estimation, and checking.
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Reseña del editor
This new edition has been revised and modified, retaining its original general structure, with updated discussions of estimation of ARMA models, and control theory. New sections include recent methods in model specification, intervention and outlier analysis. The objective of the text is to provide
Reseña del editor
This is a complete revision of a classic, seminal, and authoritative book that has been the model for most books on the topic written since 1970. It focuses on practical techniques throughout, rather than a rigorous mathematical treatment of the subject. It explores the building of stochastic (statistical) models for time series and their use in important areas of application -- forecasting, model specification, estimation, and checking, transfer function modeling of dynamic relationships, modeling the effects of intervention events, and process control. Features sections on: recently developed methods for model specification, such as canonical correlation analysis and the use of model selection criteria; results on testing for unit root nonstationarity in ARIMA processes; the state space representation of ARMA models and its use for likelihood estimation and forecasting; score test for model checking; and deterministic components and structural components in time series models and their estimation based on regression-time series model methods.
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- VerlagPearson
- Erscheinungsdatum1994
- ISBN 10 0130607746
- ISBN 13 9780130607744
- EinbandTapa dura
- SpracheEnglisch
- Anzahl der Seiten592
- Kontakt zum HerstellerNicht verfügbar
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Time Series Analysis
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Zustand: Gut. Zustand: Gut | Seiten: 598 | Sprache: Englisch | Produktart: Bücher. Artikel-Nr. 1379031/203
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Time Series Analysis: Forecasting & Control (3rd Edition)
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Hardcover. Zustand: Good. No Jacket. Missing dust jacket; Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less 1.92. Artikel-Nr. G0130607746I3N01
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Time Series Analysis: Forecasting & Control (3rd Edition)
Anbieter: ThriftBooks-Dallas, Dallas, TX, USA
Verkäuferbewertung 5 von 5 Sternen
Hardcover. Zustand: Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less 1.92. Artikel-Nr. G0130607746I3N00
Anzahl: 1 verfügbar