[下载]classic time series book

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【书名】 Introduction to Time Series and Forecasting, Second Eidtion
【作者】 Peter J. Brockwell and Richard A. Davis
【出版社】Springer
【版本】    Second Eidtion
【出版日期】2003
【文件格式】PDF
【文件大小】15.1Mb
【页数】439
【ISBN出版号】0-287-95351-5
【资料类别】 计量经济学
【市面定价】 around $70 as shown on Amazon.com
【扫描版还是影印版】 清晰，非扫描，也非影印
【是否缺页】不缺页
【关键词】Time Series, Forecasting
【内容简介】ARMA model, SARIMA model ect....
【目录】

1. Introduction 1
2. Stationary Processes 45
3. ARMA Models 83
4. Spectral Analysis 111
5. Modeling and Forecasting with ARMA Processes 137
6. Nonstationary and Seasonal Time Series Models 179
7. Multivariate Time Series 223
8. State-Space Models 259
9. Forecasting Techniques 317
10. Further Topics 331

【书评】Very good book to the person who wants to know about time sereies.  Not much theoey involved but Some statistical background needed to fully appreicate this book. The authors has another bigger book (the so-called yellow book), which deals with the theory part. This one, the red book, has been used as textbook for master-level time series course.

208250.pdf (15.16 MB)

2008-4-26 03:17:00 上传

208251.pdf (1.24 MB)

2008-4-26 03:17:00 上传

[此贴子已经被作者于2008-4-27 13:20:47编辑过]

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关键词：Time Series classic Series Serie Book 下载 time Book Series classic

看看好不错的

论坛里有个免费的2M多的版本，不知道和这个是不是一样的。

大家可以看下：

https://bbs.pinggu.org/dispbbs.asp?BoardID=5&replyID=25697&id=212833&skin=0

绝对一模一样

Yes, the same book.

I didnot know someone has put it here before.As a matter of fact, I have searched to check if this book has been uploaded here, but could find one. So.....

I will change the status to be free, but leave the book here because this one has more detailed information and easy to be searched by others.

Sorry for the confusion.

[em01][em01][em01]

Yes, the same book.

I didnot know someone has put it here before.As a matter of fact, I have searched to check if this book has been uploaded here, but could find one. So.....

I will change the status to be free, but leave the book here because this one has more detailed information and easy to be searched by others.

Sorry for the confusion.

本文来自: 人大经济论坛(http://www.pinggu.org) 详细出处参考：https://bbs.pinggu.org/b5i310273

Thanx much for your generosity and kindness.

非常感谢，好书

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