圖書標籤: 時間序列 數學 Statistics TimeSeries 統計學 統計 經濟計量學 Stat
发表于2024-12-23
Time Series pdf epub mobi txt 電子書 下載 2024
Time Series: Theory and Methods is a systematic account of linear time series models and their application to the modelling and prediction of data collected sequentially in time. The aim is to provide specific techniques for handling data and at the same time to provide a thorough understanding of the mathematical basis for techniques. Both time and frequency domain methods are discussed, but the book is written in such a way that either approach could be emphasized. The book intended to be a text for graduate students in statistics, mathematics, engineering, and the natural or social sciences. It contains substantial chapters on multivariate series and state-space models (including applications of the Kalman recursions to missing-value problems) and shorter accounts of special topics including long-range dependence, infinite variance processes and non-linear models. Most of the programs used in the book are available on diskettes for the IBM-PC. These diskettes, with the accompanying manual, ITSM: The Interactive Time Series Modelling Package for the PC, also by Brockwell and Davis, can be purchased from Springer-Verlag.
STAT 429
評分盛名之下,其實難副。
評分盛名之下,其實難副。
評分隨便翻翻還是可以的,大部分內容沒啥用,可以用作參考書補充。
評分長途飛機上打開這本書催眠 可見長途飛機的痛苦程度 越看越精神 想說早些看這本429好像就不會太慘瞭。。
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Time Series pdf epub mobi txt 電子書 下載 2024