Springer Statistics

Theory and Methods

By: P. J. Brockwell, Stephen E. Fienberg, Peter J. Brockwell

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Hardcover | 1 June 2006 | Edition Number 2

At a Glance

Hardcover
600 Pages

Edition Type
Revised

Dimensions(cm)
23.39 x 15.6 x 3.33

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Published: 28th April 2009

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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.

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You Can Find This Book In

Non-Fiction Mathematics Probability & Statistics Economics Econometrics Economic Statistics

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Paperback

Published: 28th April 2009

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Stationary Time Series
Hilbert Spaces
Stationary ARMA Processes
The Spectral Representation of a Stationary Process
Prediction of Stationary Processes
Asymptotic Theory
Estimation of the Mean and the Autocovariance Function
Estimation for ARMA Models
Model Building and Forecasting with ARIMA Processes
Inference for the Spectrum of a Stationary Process
Multivariate Time Series
State-Space Models and the Kalman Recursions
Further Topics
Appendix: Data Sets
Bibliography
Index
Table of Contents provided by Publisher. All Rights Reserved.

Springer Statistics

Theory and Methods

At a Glance

New Edition

Hardcover

Shipping

How to return your order

Defective items

You Can Find This Book In

Other Editions and Formats

Paperback

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