03876nam 22007095 450 991096462810332120250325082615.09781441903204144190320810.1007/978-1-4419-0320-4(CKB)1000000000778576(SSID)ssj0000327260(PQKBManifestationID)11244054(PQKBTitleCode)TC0000327260(PQKBWorkID)10301428(PQKB)11309782(DE-He213)978-1-4419-0320-4(MiAaPQ)EBC3070644(PPN)177053011(EXLCZ)99100000000077857620121227d1991 u| 0engurnn#008mamaatxtrdacontentc 9rdamediacrrdacarriergTime Series: Theory and Methods /by Peter J. Brockwell, Richard A. Davis2nd ed. 1991.New York, NY :Springer New York :Imprint: Springer,1991.1 online resource (XVI, 580 p.)Springer Series in Statistics,2197-568XPreviously published in hardback: New York : Springer-Verlag, c1991.9780387974293 0387974296 9781441903198 1441903194 Includes bibliographical references (p. [561]-566) and index.1 Stationary Time Series -- 2 Hilbert Spaces -- 3 Stationary ARMA Processes -- 4 The Spectral Representation of a Stationary Process -- 5 Prediction of Stationary Processes -- 6* Asymptotic Theory -- 7 Estimation of the Mean and the Autocovariance Function -- 8 Estimation for ARMA Models -- 9 Model Building and Forecasting with ARIMA Processes -- 10 Inference for the Spectrum of a Stationary Process -- 11 Multivariate Time Series -- 12 State-Space Models and the Kalman Recursions -- 13 Further Topics -- Appendix: Data Sets.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. Most of the programs used in the book are available in the modeling package ITSM2000, the student version of which can be downloaded from http://www.stat.colostate.edu/~pjbrock/student06.Springer Series in Statistics,2197-568XStatisticsEconometricsStatisticsStatistical Theory and MethodsEconometricsStatistics in Business, Management, Economics, Finance, InsuranceStatistics.Econometrics.Statistics.Statistical Theory and Methods.Econometrics.Statistics in Business, Management, Economics, Finance, Insurance.516.362Brockwell Peter J103203Davis Richard A103204MiAaPQMiAaPQMiAaPQBOOK9910964628103321Time series438688UNINA