Time Series Analysis: Forecasting and Control, 4th Ed-2008-经管之家官网！

Home / Mathematics & Statistics / Time Series

Time Series Analysis: Forecasting and Control, 4th Edition
George E. P. Box, Gwilym M. Jenkins, Gregory C. Reinsel
ISBN: 978-0-470-27284-8
Hardcover
784 pages
June 2008
US $164.95 Add to Cart
This price is valid for People's Republic of China.
Change location to view local pricing and availability.

http://media.wiley.com/product_data/coverImage300/48/04702728/0470272848.jpg
Larger Image
Other Available Formats: E-book
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 for building, classifying, testing, and analyzing stochastic models for time series as well as their use in five important areas of application: forecasting; determining the transfer function of a system; modeling the effects of intervention events; developing multivariate dynamic models; and designing simple control schemes. Along with these classical uses, modern topics are introduced through the book's new features, which include:

• A new chapter on multivariate time series analysis, including a discussion of the challenge that arise with their modeling and an outline of the necessary analytical tools
• New coverage of forecasting in the design of feedback and feedforward control schemes
• A new chapter on nonlinear and long memory models, which explores additional models for application such as heteroscedastic time series, nonlinear time series models, and models for long memory processes
• Coverage of structural component models for the modeling, forecasting, and seasonal adjustment of time series
• A review of the maximum likelihood estimation for ARMA models with missing values
  

Numerous illustrations and detailed appendices supplement the book,while extensive references and discussion questions at the end of each chapter facilitate an in-depth understanding of both time-tested and modern concepts. With its focus on practical, rather than heavily mathematical, techniques, Time Series Analysis, Fourth Edition is the upper-undergraduate and graduate levels. this book is also an invaluable reference for applied statisticians, engineers, and financial analysts.
第四版有中文版
时间序列分析:预测与控制(原书第4版)http://images.china-pub.com/ebook195001-200000/198064/zcover.jpg

• 原书名：Time Series Analysis: Forecasting and Control 4 edition
• 原出版社：Wiley
  

• 作者：(美)乔治E.P.博克斯（George E.P.Box）(英)格威利姆M.詹金斯（Gwilym M.Jenkins）(美)格雷戈里 C.莱因泽尔（Gregory C.Reinsel）
• 译者：王成璋尤梅芳郝杨
• 丛书名：经济教材译丛
• 出版社：机械工业出版社
• ISBN：9787111338642
• 上架时间：2012-7-18
• 出版日期：2011 年4月
• 开本：16开
• 页码：426
• 版次：4-1
  

[url=http://ul.to/x66eh8gb][/url]