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Peter J. Brockwell,Richard A.Davis 著
出版社: 世界图书出版公司 ISBN:9787510094712 版次:1 商品编码:11715863 包装:平装 外文名称:Time Series:Theory and Methods 开本:24开 出版时间:2015-07-01 用纸:胶版纸 页数:277 正文语种:中文
throughout the text, including the incorporation of a new chapter on state-space models. The companion diskette for the IBM PC has expanded into the software package ITSM: An Interactive Tme Series Modelling Package for th.e PC, which includes a manual and can be ordered fromSpringer-Vertag.*
We are indebted to many readers who have used the book and programs and made suggestions for improvements. Unfortunately there is not enough space to acknowledge all who have contributed in this way; however, special mention must be made of our prize-winning fault-finders, Sid Resnick and
F. Pukelsheim. Special mention should also be made of Anthony Brockwell, whose advice and support on computing matters was invaluable in the
preparation of the new diskettes. We have been fortunate to work on the new edition in the excellent environments provided by the University of Melbourne and Colorado State University. We thank Duane Boes particularly for his support and encouragement throughout, and the Australian Research Council and National Science Foundation for their support of research related to the new material. We are also indebted to Springer-Verlag for their constant support and assistance in preparing the second edition.
Hilbert空间
平稳Arma过程
平稳过程的谱表示
平稳过程预测
渐进理论
均值和协差函数估计
Arma模型估计
应用ARIMA过程进行建模和预测
平稳过程的谱推断
多变量时间序列
状态空间模型和Kalman递归
高级话题
时间序列的理论与方法(第2版) [Time Series:Theory and Methods] 电子书 下载 mobi epub pdf txt
时间序列的理论与方法(第2版) [Time Series:Theory and Methods]-so88
时间序列的理论与方法(第2版) [Time Series:Theory and Methods] pdf epub mobi txt 电子书 下载 2022
图书介绍
☆☆☆☆☆
||
Peter J. Brockwell,Richard A.Davis 著
出版社: 世界图书出版公司 ISBN:9787510094712 版次:1 商品编码:11715863 包装:平装 外文名称:Time Series:Theory and Methods 开本:24开 出版时间:2015-07-01 用纸:胶版纸 页数:277 正文语种:中文
编辑推荐
《时间序列的理论与方法(第2版)》是一部有关时间序列的高等教材,这版对原来的版本通篇做了大量的修订和扩充,包括增加了全新的一章讲述状态空间。内容详尽,包括了学习时间序列能够经常用到的所有方法,书的一开始从引进Hilbert空间开始,紧接着平稳ARMA过程及其他。第10章有关平稳过程的谱推断很有新意,考虑频率已知和未知的周期性各种检验。
目次:平稳时间序列;Hilbert空间;平稳Arma过程;平稳过程的谱表示;平稳过程预测;渐进理论;均值和协差函数估计;Arma模型估计;应用ARIMA过程进行建模和预测;平稳过程的谱推断;多变量时间序列;状态空间模型和Kalman递归;高级话题。
《时间序列的理论与方法(第2版)》读者对象:数学专业、统计概率专业的研究生和相关人士。
内容简介
This edition contains a large number of additions and corrections scatteredthroughout the text, including the incorporation of a new chapter on state-space models. The companion diskette for the IBM PC has expanded into the software package ITSM: An Interactive Tme Series Modelling Package for th.e PC, which includes a manual and can be ordered fromSpringer-Vertag.*
We are indebted to many readers who have used the book and programs and made suggestions for improvements. Unfortunately there is not enough space to acknowledge all who have contributed in this way; however, special mention must be made of our prize-winning fault-finders, Sid Resnick and
F. Pukelsheim. Special mention should also be made of Anthony Brockwell, whose advice and support on computing matters was invaluable in the
preparation of the new diskettes. We have been fortunate to work on the new edition in the excellent environments provided by the University of Melbourne and Colorado State University. We thank Duane Boes particularly for his support and encouragement throughout, and the Australian Research Council and National Science Foundation for their support of research related to the new material. We are also indebted to Springer-Verlag for their constant support and assistance in preparing the second edition.
作者简介
Peter J. Brockwell(P.J.布雷克韦尔,美国),是国际知名学者,在数学和物理学界享有盛誉。本书凝聚了作者多年科研和教学成果,适用于科研工作者、高校教师和研究生。
内页插图
目录
平稳时间序列Hilbert空间
平稳Arma过程
平稳过程的谱表示
平稳过程预测
渐进理论
均值和协差函数估计
Arma模型估计
应用ARIMA过程进行建模和预测
平稳过程的谱推断
多变量时间序列
状态空间模型和Kalman递归
高级话题
前言/序言
时间序列的理论与方法(第2版) [Time Series:Theory and Methods] 电子书 下载 mobi epub pdf txt
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