UID:
edocfu_9959327006402883
Format:
1 online resource (xxiv, 746 pages) :
,
illustrations
Edition:
Fourth edition.
ISBN:
9781118619193
,
1118619196
,
9781118619063
,
1118619064
,
9781118210871
,
1118210875
Series Statement:
Wiley series in probability and statistics
Content:
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.
Note:
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.
Additional Edition:
Print version: Box, George E.P. Time series analysis. Hoboken, N.J. : John Wiley, ©2008 ISBN 9780470272848
Language:
English
Subjects:
Economics
,
Mathematics
Keywords:
Electronic books.
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781118619193
