| 书目名称 | Time Series: Theory and Methods | | 编辑 | Peter J. Brockwell,Richard A. Davis | | 视频video | | | 丛书名称 | Springer Series in Statistics | | 图书封面 |  | | 描述 | We have attempted in this book to give 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 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 has been used both at the M. S. level, emphasizing the more practical aspects of modelling, and at the Ph. D. level, where the detailed mathematical derivations of the deeper results can be included. Distinctive features of the book are the extensive use of elementary Hilbert space methods and recursive prediction techniques based on innovations, use of the exact Gaussian likelihood and AIC for inference, a thorough treatment of the asymptotic behavior of the maximum likelihood estimators of the coefficients of univariate ARMA models, extensive illustrations of the tech niques | | 出版日期 | Book 19871st edition | | 关键词 | estimator; likelihood; statistics; time series | | 版次 | 1 | | doi | https://doi.org/10.1007/978-1-4899-0004-3 | | isbn_ebook | 978-1-4899-0004-3Series ISSN 0172-7397 Series E-ISSN 2197-568X | | issn_series | 0172-7397 | | copyright | Springer-Verlag New York 1987 |
The information of publication is updating
|
|
发表于 2025-3-21 18:05:58
