Name: Introduction to Time Series and Forecasting (Springer Texts in Statistics) (en Inglés)
Price: 469.78 PEN
Availability: InStock
Author: Peter J. Brockwell; Richard A. Davis
ISBN: 9783319298528

portada Introduction to Time Series and Forecasting (Springer Texts in Statistics) (en Inglés)

Formato

Libro Físico

Editorial

Springer

Autor

Peter J. Brockwell; Richard A. Davis

Año

2016

Idioma

Inglés

N° páginas

425

Encuadernación

Tapa Dura

ISBN13

9783319298528

N° edición

Categorías

Econometría

Introduction to Time Series and Forecasting (Springer Texts in Statistics) (en Inglés)

Peter J. Brockwell; Richard A. Davis (Autor) · Springer · Tapa Dura

Libro Físico

S/ 469,78

S/ 939,57

Ahorras: S/ 469,78

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Reseña del libro "Introduction to Time Series and Forecasting (Springer Texts in Statistics) (en Inglés)"

This book is aimed at the reader who wishes to gain a working knowledge of time series and forecasting methods as applied to economics, engineering and the natural and social sciences. It assumes knowledge only of basic calculus, matrix algebra and elementary statistics. This third edition contains detailed instructions for the use of the professional version of the Windows-based computer package ITSM2000, now available as a free download from the Springer Extras website. The logic and tools of time series model-building are developed in detail. Numerous exercises are included and the software can be used to analyze and forecast data sets of the user's own choosing. The book can also be used in conjunction with other time series packages such as those included in R. The programs in ITSM2000 however are menu-driven and can be used with minimal investment of time in the computational details.The core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space models, with an optional chapter on spectral analysis. Many additional special topics are also covered.New to this edition:A chapter devoted to Financial Time SeriesIntroductions to Brownian motion, Lévy processes and Itô calculusAn expanded section on continuous-time ARMA processes