Can I read Introduction to Time Series and Forecasting (Springer Texts in Statistics) on EtoBox?

Introduction to Time Series and Forecasting (Springer Texts in Statistics) by Peter J. Brockwell, Richard A. Davis is a nonfiction available to read on EtoBox.

What is Introduction to Time Series and Forecasting (Springer Texts in Statistics) about?

Some of the key mathematical results are stated without proof in order to make the underlying theory accessible to a wider audience. The book assumes a knowledge only of basic calculus, matrix algebra, and elementary statistics. The emphasis is on methods and the analysis of data sets. The logic and tools of model-building for stationary and nonstationary time series are developed in detail and numerous exercises, many of which make use of the included computer package, provide the reader with ample opportunity to develop skills in this area. The core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space models, with an optional chapter on spectral analysis. Additional topics include harmonic regression, the Burg and Hannan-Rissanen algorithms, unit roots, regression with ARMA errors, structural models, the EM algorithm, generalized state-space models with applications to time series of count data, exponential smoothing, the Holt-Winters and ARAR forecasting algorithms, transfer function models and intervention analysis. Brief introductions are also given to cointegration and to nonlinear, continuous-time and long-memory models.

Who reads Introduction to Time Series and Forecasting (Springer Texts in Statistics)?

Author

Peter J. Brockwell, Richard A. Davis

Publisher

Springer

Published

2003

Language

EN

ISBN

9780387216577

Category

nonfiction

Subjects

Business, Computer Science, Mathematics