Książka Time Series Analysis Jonathan D. Cryer

Time Series Analysis

Język: Angielski
Oprawa: Twarda
Dostępność: Dostępna u dostawcy
Wysyłamy za 10-13 dni
372.96
The book was developed for a one-semester course usually attended by students in statistics, economi...

Informacje o książce

Język
Angielski
Oprawa
Książka - Twarda
Data wydania
2008
strony
491
EAN
9780387759586
ISBN
0387759581
Enbook ID
04066880
Waga
1132
Wymiary
185 x 261 x 33

Pełny opis

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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