- このトピックには0件の返信、1人の参加者があり、最後にElizabeth Louviereにより9ヶ月、 3週前に更新されました。
2020-12-04 23:26 #5231Elizabeth Louviereゲスト
Time series analysis
Forecasting and control (Holden-Day series in time series analysis)
by George E. P Box
- ISBN: 9780816211043 (0816211043)
- Format: hardcover, 575 pages
- Author: George E. P Box
- Language: english
- Publisher: Holden-Day
- Release date: January 1, 1976
About The Book
This is a complete 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, and checking, transfer function modeling of dynamic relationships, modeling the effects of intervention events, and process control. Features sections on: recently developed methods for model specification, such as canonical correlation analysis and the use of model selection criteria; results on testing for unit root nonstationarity in ARIMA processes; the state space representation of ARMA models and its use for likelihood estimation and forecasting; score test for model checking; and deterministic components and structural components in time series models and their estimation based on regression-time series model methods.
Hardback Time series analysis by George E. P Box on Android. Online book Time series analysis buy on Audible. Paperback ebook Time series analysis read online iPad. PDF ebook Time series analysis George E. P Box download on Amazon.