– Time Series. Theory & Methods

From the Back Cover

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.

Get Time Series. Theory & Methods or the other courses from the same one of these categories: , , , , , , , , for free on Course Sharing.

Share Course Time Series. Theory & Methods, Free Download Time Series. Theory & Methods, Time Series. Theory & Methods Torrent, Time Series. Theory & Methods Download Free, Time Series. Theory & Methods Discount, Time Series. Theory & Methods Review, Peter J. Brockwell – Time Series. Theory & Methods, Time Series. Theory & Methods, Peter J. Brockwell.

Related Shares