| Description |
1 online resource (xxiv, 746 pages) : illustrations |
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text file |
| Series |
Wiley series in probability and statistics |
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Wiley series in probability and statistics.
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| Bibliography |
Includes bibliographical references (pages 685-699) and index. |
| Contents |
Autocorrelation function and spectrum of stationary processes -- Linear stationary models -- Linear nonstationary models -- Forecasting -- Model identification -- Model estimation -- Model diagnostic checking -- Seasonal models -- Nonlinear and long memory models -- Transfer function models -- Identification, fitting, and checking of transfer function models -- Intervention analysis models and outlier detection -- Multivariate time series analysis -- Aspects of process control. |
| Summary |
A modernized new edition of one of the most trusted books on time series analysis. Since publication of the first edition in 1970, Time Series Analysis has served as one of the most influential and prominent works on the subject. This new edition maintains its balanced presentation of the tools for modeling and analyzing time series and also introduces the latest developments that have occurred n the field over the past decade through applications from areas such as business, finance, and engineering. The Fourth Edition provides a clearly written exploration of the key methods. |
| Language |
English. |
| Subject |
Time-series analysis.
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Prediction theory.
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Transfer functions.
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Feedback control systems -- Mathematical models.
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Série chronologique. |
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Théorie de la prévision. |
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Fonctions de transfert. |
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Systèmes à réaction -- Modèles mathématiques. |
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Feedback control systems -- Mathematical models |
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Prediction theory |
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Time-series analysis |
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Transfer functions |
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Zeitreihenanalyse |
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Análise de séries temporais. |
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Tidsserieanalys. |
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Time series. |
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Prediction theory. |
| Added Author |
Jenkins, Gwilym M., author.
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Reinsel, Gregory C., author.
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| Other Form: |
Print version: Box, George E.P. Time series analysis. 4th ed. Hoboken, N.J. : John Wiley, ©2008 9780470272848 (DLC) 2007044569 (OCoLC)176895531 |
| ISBN |
9781118619193 (electronic bk.) |
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1118619196 (electronic bk.) |
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9781118619063 (electronic bk.) |
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1118619064 (electronic bk.) |
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9781118210871 (electronic bk.) |
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1118210875 (electronic bk.) |
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