Téléchargez le livre : A Course in Time Series Analysis

A Course in Time Series Analysis

de

, ,

Éditeur :

Wiley-Interscience


Collection :

Wiley Series in Probability and Statistics

Paru le : 2011-01-25

eBook Téléchargement DRM Adobe 🛈
235,21 €
Téléchargement immédiat
Dès validation de votre commande
Image Louise Reader présentation

Louise Reader

Lisez ce titre sur l'application Louise Reader.

badge apple Application Louise Reader
badge Android Application Louise Reader
Description

New statistical methods and future directions of research in time series
A Course in Time Series Analysis demonstrates how to build time series models for univariate and multivariate time series data. It brings together material previously available only in the professional literature and presents a unified view of the most advanced procedures available for time series model building. The authors begin with basic concepts in univariate time series, providing an up-to-date presentation of ARIMA models, including the Kalman filter, outlier analysis, automatic methods for building ARIMA models, and signal extraction. They then move on to advanced topics, focusing on heteroscedastic models, nonlinear time series models, Bayesian time series analysis, nonparametric time series analysis, and neural networks. Multivariate time series coverage includes presentations on vector ARMA models, cointegration, and multivariate linear systems. Special features include: Contributions from eleven of the worldâ??s leading figures in time series Shared balance between theory and application Exercise series sets Many real data examples Consistent style and clear, common notation in all contributions 60 helpful graphs and tables
Requiring no previous knowledge of the subject, A Course in Time Series Analysis is an important reference and a highly useful resource for researchers and practitioners in statistics, economics, business, engineering, and environmental analysis.
An Instructor's Manual presenting detailed solutions to all the problems in he book is available upon request from the Wiley editorial department.
Pages
496 pages
Collection
Wiley Series in Probability and Statistics
Parution
2011-01-25
Marque
Wiley-Interscience
EAN papier
9780471361640
EAN PDF
9781118031223
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
496
Taille du fichier
20255 Ko
Prix
235,21 €

Suggestions personnalisées