| Time Series: Theory and Methods 1991. Corr. 6th Edition Contributor(s): Brockwell, Peter J. (Author), Davis, Richard A. (Author) |
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ISBN: 0387974296 ISBN-13: 9780387974293 Publisher: Springer OUR PRICE: $132.99 Product Type: Hardcover - Other Formats Published: February 1991 Annotation: Time Series: Theory and Methods is a systematic account of linear time series models and their application to the modelling 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 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 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 non-linear models. Most of the programs used in the book are available on diskettes for the IBM-PC. These diskettes, with the accompanying manual, "ITSM: The Interactive Time Series" "Modelling" "Package"" for the" "PC," also by Brockwell and Davis, can be purchased from Springer-Verlag. |
| Additional Information |
| BISAC Categories: - Mathematics | Probability & Statistics - Time Series - Business & Economics | Statistics - Business & Economics | Econometrics |
| Dewey: 519.55 |
| LCCN: 96224172 |
| Series: Springer Series in Statistics |
| Physical Information: 1.24" H x 6.31" W x 9.51" (2.22 lbs) 580 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: This edition contains a large number of additions and corrections scattered throughout the text, including the incorporation of a new chapter on state-space models. The companion diskette for the IBM PC has expanded into the software package ITSM: An Interactive Time Series Modelling Package for the PC, which includes a manual and can be ordered from Springer-Verlag. * We are indebted to many readers who have used the book and programs and made suggestions for improvements. Unfortunately there is not enough space to acknowledge all who have contributed in this way; however, special mention must be made of our prize-winning fault-finders, Sid Resnick and F. Pukelsheim. Special mention should also be made of Anthony Brockwell, whose advice and support on computing matters was invaluable in the preparation of the new diskettes. We have been fortunate to work on the new edition in the excellent environments provided by the University of Melbourne and Colorado State University. We thank Duane Boes particularly for his support and encouragement throughout, and the Australian Research Council and National Science Foundation for their support of research related to the new material. We are also indebted to Springer-Verlag for their constant support and assistance in preparing the second edition. Fort Collins, Colorado P. J. BROCKWELL November, 1990 R. A. DAVIS * /TSM: An Interactive Time Series Modelling Package for the PC by P. J. Brockwell and R. A. Davis. ISBN: 0-387-97482-2; 1991. |