Springer celebrates 175 years of publishing excellence! Join us >>

Springer Series in Statistics

Time Series: Theory and Methods

Authors: Brockwell, Peter J., Davis, Richard A.

Buy this book

eBook $59.99
price for USA (gross)
  • ISBN 978-1-4419-0320-4
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $99.00
price for USA
  • ISBN 978-0-387-97429-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $79.99
price for USA
  • ISBN 978-1-4419-0319-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

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 modeling 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 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 nonlinear models.

Most of the programs used in the book are available in the modeling package ITSM2000, the student version of which can be downloaded from http://www.stat.colostate.edu/~pjbrock/student06.

Table of contents (13 chapters)

  • Stationary Time Series

    Brockwell, Peter J. (et al.)

    Pages 1-41

  • Hilbert Spaces

    Brockwell, Peter J. (et al.)

    Pages 42-76

  • Stationary ARMA Processes

    Brockwell, Peter J. (et al.)

    Pages 77-113

  • The Spectral Representation of a Stationary Process

    Brockwell, Peter J. (et al.)

    Pages 114-165

  • Prediction of Stationary Processes

    Brockwell, Peter J. (et al.)

    Pages 166-197

Buy this book

eBook $59.99
price for USA (gross)
  • ISBN 978-1-4419-0320-4
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $99.00
price for USA
  • ISBN 978-0-387-97429-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $79.99
price for USA
  • ISBN 978-1-4419-0319-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Loading...

Recommended for you

Loading...

Bibliographic Information

Bibliographic Information
Book Title
Time Series: Theory and Methods
Authors
Series Title
Springer Series in Statistics
Copyright
1991
Publisher
Springer-Verlag New York
Copyright Holder
Springer Science+Business Media New York
eBook ISBN
978-1-4419-0320-4
DOI
10.1007/978-1-4419-0320-4
Hardcover ISBN
978-0-387-97429-3
Softcover ISBN
978-1-4419-0319-8
Series ISSN
0172-7397
Edition Number
2
Number of Pages
XVI, 580
Topics