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From the Back Cover
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/~pjbrock/student06.
R. Gatto –
Sehr gutSehr gut
jong_hwan baek –
Five Starsstatus of this book is very good. there is a good book senetence is very well descriptive.
Mr. Herbert Groscot –
The reference for time seriesClear presentation.This book is well known to statistician who want to deal with time series analysis.Theoretical approach and chapters devoted tothe estimation of data.Interesting exercices.
Daniela Mannarini –
Tiem seriesInvio entro i tempi richiesti. Il testo risponde alle aspettative. Il libro è un testo universitario richiesto per mio figlio.
André Nunes Maranhão –
It’s a classic in time series, mathematically strong!If you dont have a very good background in mathematic, you should not buy this book! It’s a complete version of the classic time series studies.