Time series analysis : forecasting and control (Book, 2008) [WorldCat.org]
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Time series analysis : forecasting and control

Author: George E P Box; Gwilym M Jenkins; Gregory C Reinsel
Publisher: Hoboken, N.J. : John Wiley, ©2008.
Series: Wiley series in probability and statistics.
Edition/Format:   Print book : English : 4th edView all editions and formats
This is a revision of a classic, seminal, and authoritative book that has been the model for most books on the topic written since 1970. It focuses on practical techniques throughout, rather than a rigorous mathematical treatment of the subject. It explores the building of stochastic (statistical) models for time series and their use in important areas of application —forecasting, model specification, estimation,  Read more...

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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: George E P Box; Gwilym M Jenkins; Gregory C Reinsel
ISBN: 9780470272848 0470272848 9781118619193 1118619196
OCLC Number: 176895531
Description: xxiv, 746 pages : illustrations ; 25 cm.
Contents: Autocorrelation function and spectrum of stationary processes --
Linear stationary models --
Linear nonstationary models --
Forecasting --
Model identification --
Model estimation --
Model diagnostic checking --
Seasonal models --
Nonlinear and long memory models --
Transfer function models --
Identification, fitting, and checking of transfer function models --
Intervention analysis models and outlier detection --
Multivariate time series analysis --
Aspects of process control.
Series Title: Wiley series in probability and statistics.
Responsibility: George E.P. Box, Gwilym M. Jenkins, Gregory C. Reinsel.
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- Time Series Analysis is the seminal book of choice for a clear and practical understanding of time series as it relates to the applied areas of forecasting and quality control. - This new edition  Read more...


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"I think the book is very valuable and useful to graduate students in statistics, mathematics, engineering, and the like. Also, it could be of tremendous help to practioners. Even though the book is Read more...

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