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Springer Texts in Statistics

Introduction to Time Series and Forecasting

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

Vorschau
  • Designed for use in full-year courses introducing univariate and multivariate time series and forecasting at the advanced undergraduate and graduate levels
  • Exercise problems at the end of each chapter reinforce the methods through use of the programs to study provided data sets
  • Appendix teaches ITSM2000 Professional package (available as a free download); all material is easily applied to R packages and other programs
Weitere Vorteile

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eBook 59,49 €
Preis für Deutschland (Brutto)
  • ISBN 978-3-319-29854-2
  • Versehen mit digitalem Wasserzeichen, DRM-frei
  • Erhältliche Formate: EPUB, PDF
  • eBooks sind auf allen Endgeräten nutzbar
  • Sofortiger eBook Download nach Kauf
Hardcover 74,89 €
Preis für Deutschland (Brutto)
  • ISBN 978-3-319-29852-8
  • mit Online Daten
  • Kostenfreier Versand für Individualkunden weltweit
  • Gewöhnlich versandfertig in 3-5 Werktagen.
Über dieses Lehrbuch

This book is aimed at the reader who wishes to gain a working knowledge of time series and forecasting methods as applied to economics, engineering and the natural and social sciences. It assumes knowledge only of basic calculus, matrix algebra and elementary statistics.  This third edition contains detailed instructions for the use of the professional version of the Windows-based computer package ITSM2000, now available as a free download from the Springer Extras website. The logic and tools of time series model-building are developed in detail. Numerous exercises are included and the software can be used to analyze and forecast data sets of the user's own choosing. The book can also be used in conjunction with other time series packages such as those included in R. The programs in ITSM2000 however are menu-driven and can be used with minimal investment of time in the computational details.

The core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space models, with an optional chapter on spectral analysis. Many additional special topics are also covered.

New to this edition:

  • A chapter devoted to Financial Time Series
  • Introductions to Brownian motion, Lévy processes and Itô calculus
  • An expanded section on continuous-time ARMA processes

Über den Autor

Peter J. Brockwell and Richard A. Davis are Fellows of the American Statistical Association and the Institute of Mathematical Statistics and elected members of the International Statistics institute. Richard A. Davis is the current President of the Institute of Mathematical Statistics and, with W.T.M. Dunsmuir, winner of the Koopmans Prize. Professors Brockwell and Davis are coauthors of the widely used advanced text, Time Series: Theory and Methods, Second Edition (Springer-Verlag, 1991).

Stimmen zum Buch

“This is a very well-written textbook aimed at a wide audience of readers interested in time series methodologies and their applications to various fields.” (Wilfredo Palma, Mathematical Reviews September, 2017)

Inhaltsverzeichnis (11 Kapitel)

Inhaltsverzeichnis (11 Kapitel)

Dieses Buch kaufen

eBook 59,49 €
Preis für Deutschland (Brutto)
  • ISBN 978-3-319-29854-2
  • Versehen mit digitalem Wasserzeichen, DRM-frei
  • Erhältliche Formate: EPUB, PDF
  • eBooks sind auf allen Endgeräten nutzbar
  • Sofortiger eBook Download nach Kauf
Hardcover 74,89 €
Preis für Deutschland (Brutto)
  • ISBN 978-3-319-29852-8
  • mit Online Daten
  • Kostenfreier Versand für Individualkunden weltweit
  • Gewöhnlich versandfertig in 3-5 Werktagen.
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Bibliografische Information

Bibliographic Information
Buchtitel
Introduction to Time Series and Forecasting
Autoren
Titel der Buchreihe
Springer Texts in Statistics
Copyright
2016
Verlag
Springer International Publishing
Copyright Inhaber
Springer International Publishing Switzerland
eBook ISBN
978-3-319-29854-2
DOI
10.1007/978-3-319-29854-2
Hardcover ISBN
978-3-319-29852-8
Buchreihen ISSN
1431-875X
Auflage
3
Seitenzahl
XIV, 425
Anzahl der Bilder
114 schwarz-weiß Abbildungen, 4 Abbildungen in Farbe
Themen