Time Series: Forecasting, Simulation, Applications (Mathematics & Its Applications)
Author(s)
Janacek, Gareth
Swift, Louise
Janacek, Gareth
Swift, Louise
Introduction -- Stationarity -- The General State Space Model -- Arma (box-jenkins) Models -- Structural State Space Models -- The Frequency Domain -- The Spectrum -- Estimation In The Frequency Domain -- Odds And Ends: A Taste Of Some More Advanced Topics. Gareth Janacek, Louise Swift. Includes Bibliographical References And Index.
Keywords
Time-series analysis, QA280 .J36 1993, 519.5/5
Time-series analysis, QA280 .J36 1993, 519.5/5
| Name in long format: | Time Series: Forecasting, Simulation, Applications (Mathematics & Its Applications) |
|---|---|
| ISBN-10: | 0139184597 |
| ISBN-13: | 9780139184598 |
| Book pages: | 331 |
| Book language: | en |
| Binding: | Hardcover |
| Publisher: | Ellis Horwood Ltd |
| Dimensions: | Height: 9.75 Inches, Length: 7.25 Inches, Weight: 1.433004703 Pounds, Width: 0.75 Inches |
