Time Series Analysis: Forecasting & Control - Tapa dura

Box, George E. P.; Jenkins, Gwilym M.; Reinsel, Gregory C.

 
9780130607744: Time Series Analysis: Forecasting & Control
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ISBN 10: 0130607746 ISBN 13: 9780130607744
Editorial: Pearson, 1994

Sinopsis

Explores the building of stochastic (statistical) models for time series and their use in important areas of application, forecasting, model specification, estimation, and checking.

"Sinopsis" puede pertenecer a otra edición de este libro.

Reseña del editor

This new edition has been revised and modified, retaining its original general structure, with updated discussions of estimation of ARMA models, and control theory. New sections include recent methods in model specification, intervention and outlier analysis. The objective of the text is to provide

Reseña del editor

This is a complete revision of a classic, seminal, and authoritative book that has been the model for most books on the topic written since 1970. It focuses on practical techniques throughout, rather than a rigorous mathematical treatment of the subject. It explores the building of stochastic (statistical) models for time series and their use in important areas of application -- forecasting, model specification, estimation, and checking, transfer function modeling of dynamic relationships, modeling the effects of intervention events, and process control. Features sections on: recently developed methods for model specification, such as canonical correlation analysis and the use of model selection criteria; results on testing for unit root nonstationarity in ARIMA processes; the state space representation of ARMA models and its use for likelihood estimation and forecasting; score test for model checking; and deterministic components and structural components in time series models and their estimation based on regression-time series model methods.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Pearson
Año de publicación
1994
Idioma
Inglés
ISBN 10 
0130607746
ISBN 13 
9780130607744
Encuadernación
Tapa dura
Número de páginas
592
Contacto del fabricante
no disponible
Persona responsable
Riccardo Bacigalupo
riccardo.bacigalupo@sanoma.it

Sanoma Italia Via Arconati, 1 �
Milano
20135
Italia

Otras ediciones populares con el mismo título

9780470272848: Time Series Analysis: Forecasting and Control (Wiley Series in Probability and Statistics)

Edición Destacada

ISBN 10:  0470272848 ISBN 13:  9780470272848
Editorial: Wiley-Blackwell, 2008
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