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Introduction to Time Series and Forecasting (Mixed media product, 3rd ed. 2016) Loot Price: R1,244
Discovery Miles 12 440
Introduction to Time Series and Forecasting (Mixed media product, 3rd ed. 2016): Peter J. Brockwell, Richard A. Davis
Introduction to Time Series and Forecasting (Mixed media product, 3rd ed. 2016): Peter J. Brockwell, Richard A. Davis

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Introduction to Time Series and Forecasting (Mixed media product, 3rd ed. 2016)

Peter J. Brockwell, Richard A. Davis

Series: Springer Texts in Statistics

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Loot Price R1,244 Discovery Miles 12 440 | Repayment Terms: R116 pm x 12*

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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 SeriesIntroductions to Brownian motion, Levy processes and Ito calculusAn expanded section on continuous-time ARMA processes

General

Imprint: Springer International Publishing AG
Country of origin: Switzerland
Series: Springer Texts in Statistics
Release date: August 2016
First published: 2016
Authors: Peter J. Brockwell • Richard A. Davis
Dimensions: 279 x 210 x 26mm (L x W x T)
Format: Mixed media product
Pages: 425
Edition: 3rd ed. 2016
ISBN-13: 978-3-319-29852-8
Barcode: 9783319298528
Categories: Books > Business & Economics > Economics > Econometrics
Books > Business & Economics > Economics > Econometrics > General
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Books > Science & Mathematics > Mathematics > Probability & statistics
LSN: 3-319-29852-6

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