During the last two decades, considerable progress has been made in statistical time series analysis. The aim of this book is to present a survey of one of the most active areas in this field: the identification of autoregressive moving-average models, i.e., determining their orders. Readers are assumed to have already taken one course on time series analysis as might be offered in a graduate course, but otherwise this account is self-contained. The main topics covered include: Box-Jenkins' method, inverse autocorrelation functions, penalty function identification such as AIC, BIC techniques and Hannan and Quinn's method, instrumental regression, and a range of pattern identification methods. Rather than cover all the methods in detail, the emphasis is on exploring the fundamental ideas underlying them. Extensive references are given to the research literature and as a result, all those engaged in research in this subject will find this an invaluable aid to their work.
"synopsis" may belong to another edition of this title.
Seller: Brook Bookstore On Demand, Napoli, NA, Italy
Condition: new. Questo è un articolo print on demand. Seller Inventory # 0JZJZLZNMZ
Quantity: Over 20 available
Seller: Chiron Media, Wallingford, United Kingdom
PF. Condition: New. This item is printed on demand. Brand new book, sourced directly from publisher. Dispatch time is 6-7 days from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely. Seller Inventory # 6666-IUK-9781461397472
Quantity: 20 available
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Condition: As New. Unread book in perfect condition. Seller Inventory # 18724999
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Condition: New. Seller Inventory # 18724999-n
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -During the last two decades, considerable progress has been made in statistical time series analysis. The aim of this book is to present a survey of one of the most active areas in this field: the identification of autoregressive moving-average models, i.e., determining their orders. Readers are assumed to have already taken one course on time series analysis as might be offered in a graduate course, but otherwise this account is self-contained. The main topics covered include: Box-Jenkins' method, inverse autocorrelation functions, penalty function identification such as AIC, BIC techniques and Hannan and Quinn's method, instrumental regression, and a range of pattern identification methods. Rather than cover all the methods in detail, the emphasis is on exploring the fundamental ideas underlying them. Extensive references are given to the research literature and as a result, all those engaged in research in this subject will find this an invaluable aid to their work. 216 pp. Englisch. Seller Inventory # 9781461397472
Seller: Books Puddle, Woodside, NY, U.S.A.
Condition: New. pp. 216. Seller Inventory # 2647983878
Seller: Revaluation Books, Exeter, United Kingdom
Paperback. Condition: Brand New. reprint edition. 212 pages. 9.25x6.10x0.60 inches. In Stock. Seller Inventory # x-1461397472
Quantity: 2 available
Seller: Majestic Books, Hounslow, United Kingdom
Condition: New. Print on Demand pp. 216 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam. Seller Inventory # 44798681
Quantity: 4 available
Seller: Biblios, Frankfurt am main, HESSE, Germany
Condition: New. PRINT ON DEMAND pp. 216. Seller Inventory # 1847983884
Seller: moluna, Greven, Germany
Kartoniert / Broschiert. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. During the last two decades, considerable progress has been made in statistical time series analysis. The aim of this book is to present a survey of one of the most active areas in this field: the identification of autoregressive moving-average models, i.e. Seller Inventory # 4196641
Quantity: Over 20 available