skip to content
Time series : theory and methods Preview this item
ClosePreview this item
Checking...

Time series : theory and methods

Author: Peter J Brockwell; Richard A Davis
Publisher: New York : Springer-Verlag, ©1991.
Series: Springer series in statistics.
Edition/Format:   Print book : English : 2nd edView all editions and formats
Summary:
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  Read more...
Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

Find a copy online

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Peter J Brockwell; Richard A Davis
ISBN: 0387974296 9780387974293 3540974296 9783540974291 9781441903198 1441903194
OCLC Number: 22859048
Description: xvi, 577 pages : illustrations ; 25 cm.
Contents: 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.
Series Title: Springer series in statistics.
Responsibility: Peter J. Brockwell, Richard A. Davis.
More information:

Abstract:

Here is a systematic account of linear time series models and their application to the modeling and prediction of data collected sequentially in time. It details techniques for handling data and  Read more...

Reviews

User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/22859048> # Time series : theory and methods
    a schema:Book, schema:CreativeWork ;
    library:oclcnum "22859048" ;
    library:placeOfPublication <http://dbpedia.org/resource/New_York_City> ; # New York
    library:placeOfPublication <http://id.loc.gov/vocabulary/countries/nyu> ;
    schema:about <http://experiment.worldcat.org/entity/work/data/4919454874#Topic/econometrie> ; # Économétrie
    schema:about <http://experiment.worldcat.org/entity/work/data/4919454874#Topic/time_series_analysis> ; # Time-series analysis
    schema:about <http://dewey.info/class/519.55/e20/> ;
    schema:about <http://experiment.worldcat.org/entity/work/data/4919454874#Topic/tijdreeksen> ; # Tijdreeksen
    schema:about <http://experiment.worldcat.org/entity/work/data/4919454874#Topic/serie_chronologique> ; # série chronologique
    schema:about <http://experiment.worldcat.org/entity/work/data/4919454874#Topic/zeitreihenanalyse> ; # Zeitreihenanalyse
    schema:about <http://id.worldcat.org/fast/1151190> ; # Time-series analysis
    schema:bookEdition "2nd ed." ;
    schema:bookFormat bgn:PrintBook ;
    schema:contributor <http://viaf.org/viaf/100649939> ; # Richard A. Davis
    schema:copyrightYear "1991" ;
    schema:creator <http://viaf.org/viaf/46843002> ; # Peter J. Brockwell
    schema:datePublished "1991" ;
    schema:description "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/p̃jbrock/student06."@en ;
    schema:description "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."@en ;
    schema:exampleOfWork <http://worldcat.org/entity/work/id/4919454874> ;
    schema:inLanguage "en" ;
    schema:isPartOf <http://experiment.worldcat.org/entity/work/data/4919454874#Series/springer_series_in_statistics> ; # Springer series in statistics.
    schema:name "Time series : theory and methods"@en ;
    schema:productID "22859048" ;
    schema:publication <http://www.worldcat.org/title/-/oclc/22859048#PublicationEvent/new_york_springer_verlag_1991> ;
    schema:publisher <http://experiment.worldcat.org/entity/work/data/4919454874#Agent/springer_verlag> ; # Springer-Verlag
    schema:url <http://swbplus.bsz-bw.de/bsz023921919cov.htm> ;
    schema:url <http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=002705984&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA> ;
    schema:url <http://www.gbv.de/dms/hebis-darmstadt/toc/16294017.pdf> ;
    schema:url <http://www.ulb.tu-darmstadt.de/tocs/16294017.pdf> ;
    schema:url <http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015113481&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA> ;
    schema:workExample <http://worldcat.org/isbn/9780387974293> ;
    schema:workExample <http://worldcat.org/isbn/9783540974291> ;
    schema:workExample <http://worldcat.org/isbn/9781441903198> ;
    umbel:isLike <http://d-nb.info/910585350> ;
    wdrs:describedby <http://www.worldcat.org/title/-/oclc/22859048> ;
    .


Related Entities

<http://dbpedia.org/resource/New_York_City> # New York
    a schema:Place ;
    schema:name "New York" ;
    .

<http://experiment.worldcat.org/entity/work/data/4919454874#Agent/springer_verlag> # Springer-Verlag
    a bgn:Agent ;
    schema:name "Springer-Verlag" ;
    .

<http://experiment.worldcat.org/entity/work/data/4919454874#Series/springer_series_in_statistics> # Springer series in statistics.
    a bgn:PublicationSeries ;
    schema:hasPart <http://www.worldcat.org/oclc/22859048> ; # Time series : theory and methods
    schema:name "Springer series in statistics." ;
    schema:name "Springer series in statistics" ;
    .

<http://experiment.worldcat.org/entity/work/data/4919454874#Topic/serie_chronologique> # série chronologique
    a schema:Intangible ;
    schema:name "série chronologique"@en ;
    schema:name "Série chronologique"@en ;
    schema:name "Série chronologique"@fr ;
    .

<http://experiment.worldcat.org/entity/work/data/4919454874#Topic/time_series_analysis> # Time-series analysis
    a schema:Intangible ;
    schema:name "Time-series analysis"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/4919454874#Topic/zeitreihenanalyse> # Zeitreihenanalyse
    a schema:Intangible ;
    schema:name "Zeitreihenanalyse"@en ;
    .

<http://id.worldcat.org/fast/1151190> # Time-series analysis
    a schema:Intangible ;
    schema:name "Time-series analysis"@en ;
    .

<http://viaf.org/viaf/100649939> # Richard A. Davis
    a schema:Person ;
    schema:familyName "Davis" ;
    schema:givenName "Richard A." ;
    schema:name "Richard A. Davis" ;
    .

<http://viaf.org/viaf/46843002> # Peter J. Brockwell
    a schema:Person ;
    schema:familyName "Brockwell" ;
    schema:givenName "Peter J." ;
    schema:name "Peter J. Brockwell" ;
    .

<http://worldcat.org/isbn/9780387974293>
    a schema:ProductModel ;
    schema:isbn "0387974296" ;
    schema:isbn "9780387974293" ;
    .

<http://worldcat.org/isbn/9781441903198>
    a schema:ProductModel ;
    schema:isbn "1441903194" ;
    schema:isbn "9781441903198" ;
    .

<http://worldcat.org/isbn/9783540974291>
    a schema:ProductModel ;
    schema:isbn "3540974296" ;
    schema:isbn "9783540974291" ;
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.