Time Series Analysis 5e (Wiley Series in Probability and Statistics)

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9781118675021: Time Series Analysis 5e (Wiley Series in Probability and Statistics)
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PRAISE FOR THE FOURTH EDITION   THE BOOK FOLLOWS FAITHFULLY THE STYLE OF THE ORIGINAL EDITION. THE APPROACH IS HEAVILY MOTIVATED BY REAL–WORLD TIME SERIES, AND BY DEVELOPING A COMPLETE APPROACH TO MODEL BUILDING, ESTIMATION, FORECASTING AND CONTROL." –        MATHEMATICAL REVIEWS BRIDGING CLASSICAL MODELS AND MODERN TOPICS, THE FIFTH EDITION OF TIME SERIES ANALYSIS: FORECASTING AND CONTROL MAINTAINS A BALANCED PRESENTATION OF THE TOOLS FOR MODELING AND ANALYZING TIME SERIES. ALSO DESCRIBING  THE LATEST DEVELOPMENTS THAT HAVE OCCURRED IN THE FIELD OVER THE PAST DECADE THROUGH APPLICATIONS FROM AREAS SUCH AS BUSINESS, FINANCE, AND ENGINEERING, THE FIFTH EDITION CONTINUES TO SERVE AS ONE OF THE MOST INFLUENTIAL AND PROMINENT WORKS ON THE SUBJECT. TIME SERIES ANALYSIS: FORECASTING AND CONTROL, FIFTH EDITION PROVIDES A CLEARLY WRITTEN EXPLORATION OF THE KEY METHODS FOR BUILDING, CLASSIFYING, TESTING, AND ANALYZING STOCHASTIC MODELS FOR TIME SERIES AND DESCRIBES THEIR USE IN FIVE IMPORTANT AREAS OF APPLICATION: FORECASTING; DETERMINING THE TRANSFER FUNCTION OF A SYSTEM; MODELING THE EFFECTS OF INTERVENTION EVENTS; DEVELOPING MULTIVARIATE DYNAMIC MODELS; AND DESIGNING SIMPLE CONTROL SCHEMES.  ALONG WITH THESE CLASSICAL USES, THE NEW EDITION COVERS MODERN TOPICS WITH NEW FEATURES THAT INCLUDE: A REDESIGNED CHAPTER ON MULTIVARIATE TIME SERIES ANALYSIS WITH AN EXPANDED TREATMENT OF VECTOR AUTOREGRESSIVE, OR VAR MODELS, ALONG WITH A DISCUSSION OF THE ANALYTICAL TOOLS NEEDED FOR MODELING VECTOR TIME SERIES AN EXPANDED CHAPTER ON SPECIAL TOPICS COVERING  UNIT ROOT TESTING,  TIME–VARYING VOLATILITY  MODELS SUCH AS ARCH AND GARCH, NONLINEAR TIME SERIES MODELS, AND LONG MEMORY MODELS NUMEROUS EXAMPLES DRAWN FROM FINANCE, ECONOMICS, ENGINEERING, AND OTHER RELATED FI

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Praise for the Fourth Edition The book follows faithfully the style of the original edition. The approach is heavily motivated by real-world time series, and by developing a complete approach to model building, estimation, forecasting and control." - Mathematical Reviews Bridging classical models and modern topics, the Fifth Edition of Time Series Analysis: Forecasting and Control maintains a balanced presentation of the tools for modeling and analyzing time series. Also describing the latest developments that have occurred in the field over the past decade through applications from areas such as business, finance, and engineering, the Fifth Edition continues to serve as one of the most influential and prominent works on the subject. Time Series Analysis: Forecasting and Control, Fifth Edition provides a clearly written exploration of the key methods for building, classifying, testing, and analyzing stochastic models for time series and describes their use in five important areas of application: forecasting; determining the transfer function of a system; modeling the effects of intervention events; developing multivariate dynamic models; and designing simple control schemes. Along with these classical uses, the new edition covers modern topics with new features that include: * A redesigned chapter on multivariate time series analysis with an expanded treatment of Vector Autoregressive, or VAR models, along with a discussion of the analytical tools needed for modeling vector time series * An expanded chapter on special topics covering unit root testing, time-varying volatility models such as ARCH and GARCH, nonlinear time series models, and long memory models * Numerous examples drawn from finance, economics, engineering, and other related fields * The use of the publicly available R software for graphical illustrations and numerical calculations along with scripts that demonstrate the use of R for model building and forecasting * Updates to literature references throughout and new end-of-chapter exercises * Streamlined chapter introductions and revisions that update and enhance the exposition Time Series Analysis: Forecasting and Control, Fifth Edition is a valuable real-world reference for researchers and practitioners in time series analysis, econometrics, finance, and related fields. The book is also an excellent textbook for beginning graduate-level courses in advanced statistics, mathematics, economics, finance, engineering, and physics.

Reseña del editor:

Since publication of the first edition in 1970, "Time Series Analysis" has served as one of the most influential and prominent works on the subject. This new edition maintains its balanced presentation of the tools for modeling and analyzing time series and also introduces the latest developments that have occurred in the field over the past decade through applications from areas such as business, finance, and engineering. Along with the addition of a new co-author, Greta Ljung, a student of George Box, the Fifth Edition provides a clearly written exploration of the key methods for building, classifying, testing, and analyzing stochastic models for time series as well as their use in five important areas of application: forecasting; determining the transfer function of a system; modeling the effects of intervention events; developing multivariate dynamic models; and designing simple control schemes. New to this edition are more exercises; streamlined chapter introductions; updated examples and references; increased coverage of multivariate time series and their use in financial applications; SV models, MCMC based inference, and Bayesian Network modeling; and the incorporation of the 'R' freeware language.

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George E. P. Box, Gwilym M. Jenkins, Gregory C. Reinsel
Publicado por John Wiley Sons Inc, United States (2015)
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Descripción John Wiley Sons Inc, United States, 2015. Hardback. Condición: New. 5th Revised ed.. Language: English . Brand New Book. Praise for the Fourth Edition The book follows faithfully the style of the original edition. The approach is heavily motivated by real-world time series, and by developing a complete approach to model building, estimation, forecasting and control. - Mathematical Reviews Bridging classical models and modern topics, the Fifth Edition of Time Series Analysis: Forecasting and Control maintains a balanced presentation of the tools for modeling and analyzing time series. Also describing the latest developments that have occurred in the field over the past decade through applications from areas such as business, finance, and engineering, the Fifth Edition continues to serve as one of the most influential and prominent works on the subject. Time Series Analysis: Forecasting and Control, Fifth Edition provides a clearly written exploration of the key methods for building, classifying, testing, and analyzing stochastic models for time series and describes their use in five important areas of application: forecasting; determining the transfer function of a system; modeling the effects of intervention events; developing multivariate dynamic models; and designing simple control schemes. Along with these classical uses, the new edition covers modern topics with new features that include: * A redesigned chapter on multivariate time series analysis with an expanded treatment of Vector Autoregressive, or VAR models, along with a discussion of the analytical tools needed for modeling vector time series * An expanded chapter on special topics covering unit root testing, time-varying volatility models such as ARCH and GARCH, nonlinear time series models, and long memory models * Numerous examples drawn from finance, economics, engineering, and other related fields * The use of the publicly available R software for graphical illustrations and numerical calculations along with scripts that demonstrate the use of R for model building and forecasting * Updates to literature references throughout and new end-of-chapter exercises * Streamlined chapter introductions and revisions that update and enhance the exposition Time Series Analysis: Forecasting and Control, Fifth Edition is a valuable real-world reference for researchers and practitioners in time series analysis, econometrics, finance, and related fields. The book is also an excellent textbook for beginning graduate-level courses in advanced statistics, mathematics, economics, finance, engineering, and physics. Nº de ref. del artículo: ALB9781118675021

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George E. P. Box
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George E. P. Box, Gwilym M. Jenkins, Gregory C. Reinsel
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Descripción John Wiley Sons Inc, United States, 2015. Hardback. Condición: New. 5th Revised ed.. Language: English . Brand New Book. Praise for the Fourth Edition The book follows faithfully the style of the original edition. The approach is heavily motivated by real-world time series, and by developing a complete approach to model building, estimation, forecasting and control. - Mathematical Reviews Bridging classical models and modern topics, the Fifth Edition of Time Series Analysis: Forecasting and Control maintains a balanced presentation of the tools for modeling and analyzing time series. Also describing the latest developments that have occurred in the field over the past decade through applications from areas such as business, finance, and engineering, the Fifth Edition continues to serve as one of the most influential and prominent works on the subject. Time Series Analysis: Forecasting and Control, Fifth Edition provides a clearly written exploration of the key methods for building, classifying, testing, and analyzing stochastic models for time series and describes their use in five important areas of application: forecasting; determining the transfer function of a system; modeling the effects of intervention events; developing multivariate dynamic models; and designing simple control schemes. Along with these classical uses, the new edition covers modern topics with new features that include: * A redesigned chapter on multivariate time series analysis with an expanded treatment of Vector Autoregressive, or VAR models, along with a discussion of the analytical tools needed for modeling vector time series * An expanded chapter on special topics covering unit root testing, time-varying volatility models such as ARCH and GARCH, nonlinear time series models, and long memory models * Numerous examples drawn from finance, economics, engineering, and other related fields * The use of the publicly available R software for graphical illustrations and numerical calculations along with scripts that demonstrate the use of R for model building and forecasting * Updates to literature references throughout and new end-of-chapter exercises * Streamlined chapter introductions and revisions that update and enhance the exposition Time Series Analysis: Forecasting and Control, Fifth Edition is a valuable real-world reference for researchers and practitioners in time series analysis, econometrics, finance, and related fields. The book is also an excellent textbook for beginning graduate-level courses in advanced statistics, mathematics, economics, finance, engineering, and physics. Nº de ref. del artículo: ALB9781118675021

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Box, George E. P.
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George E. P. Box (author), Gwilym M. Jenkins (author), Gregory C. Reinsel (author), Greta M. Ljung (author)
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Descripción Wiley 2015-06-19, Hoboken, New Jersey, 2015. hardback. Condición: New. Nº de ref. del artículo: 9781118675021

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Box, George E. P.
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George E. P. Box, Gwilym M. Jenkins, Gregory C. Reinsel, Greta M. Ljung
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Descripción Hardback. Condición: New. Not Signed; Praise for the Fourth Edition The book follows faithfully the style of the original edition. The approach is heavily motivated by real-world time series, and by developing a complete approach to model building, estimation, forecasting and control. - Mathematical Reviews Bridging classical models an. book. Nº de ref. del artículo: ria9781118675021_rkm

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