Time Series: Theory and Methods

Name: Time Series: Theory and Methods
Brand: Springer-Verlag New York Inc.
SKU: 9781441903198
Price: 580.4 PLN
Availability: InStock

Autor: Peter J. Brockwell

Język:

Oprawa: Miękka

Wydawca: Springer-Verlag New York Inc.

Dostępność: Dostępna u dostawcy

Wysyłamy za 10-18 dni

580.40 zł

This paperback edition is a reprint of the 1991 edition.§Time Series: Theory and Methods is a system...

Informacje o książce

Autor

Peter J. Brockwell

Język

Angielski

Oprawa

Książka - Miękka

Data wydania

2009

strony

580

EAN

9781441903198

ISBN

1441903194

Enbook ID

04226718

Wydawca

Springer-Verlag New York Inc.

Waga

940

Wymiary

159 x 235 x 40

Pełny opis

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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