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Time Series Analysis : Forecasting and Control

Jenkins, Gwilym M., Reinsel, Gregory C., Box, George E.

ISBN 10: 0130607746 ISBN 13: 9780130607744
Published by Prentice Hall PTR, 1994
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This is a complete revision of a classic, seminal, and authoritative book that has been the model for most books on the topic written since 1970. It focuses on practical techniques throughout, rather than a rigorous mathematical treatment of the subject. It explores the building of stochastic (statistical) models for time series and their use in important areas of application —forecasting, model specification, estimation, and checking, transfer function modeling of dynamic relationships, modeling the effects of intervention events, and process control. Features sections on: recently developed methods for model specification, such as canonical correlation analysis and the use of model selection criteria; results on testing for unit root nonstationarity in ARIMA processes; the state space representation of ARMA models and its use for likelihood estimation and forecasting; score test for model checking; and deterministic components and structural components in time series models and their estimation based on regression-time series model methods.

From the Publisher: This is a complete revision of a classic, seminal, and authoritative text that has been the model for most books on the topic written since 1970. It explores the building of stochastic (statistical) models for time series and their use in important areas of application --forecasting, model specification, estimation, and checking, transfer function modeling of dynamic relationships, modeling the effects of intervention events, and process control.

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Bibliographic Details

Title: Time Series Analysis : Forecasting and ...
Publisher: Prentice Hall PTR
Publication Date: 1994
Binding: Hardcover
Condition: Good
Edition: 3rd.

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George E. P. Box, Gwilym M. Jenkins, Gregory C. Reinsel
Published by Prentice Hall, 1994
ISBN 10: 0130607746 ISBN 13: 9780130607744
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Condition: Gut. Zustand: Gut - Gebrauchs- und Lagerspuren. 3. Auflage. Außen: angestoßen. Innen: Seiten vergilbt. Aus der Auflösung einer renommierten Bibliothek. Kann Stempel beinhalten. | Seiten: 598 | Sprache: Englisch | Produktart: Bücher. Seller Inventory # 1379031/203

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Box, George E. P.,Jenkins, Gwilym M.,Reinsel, Gregory C.
Published by Prentice Hall, 1994
ISBN 10: 0130607746 ISBN 13: 9780130607744
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hardcover. Condition: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!. Seller Inventory # S_414938953

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Box, George Edward Pelham; Jenkins, Gwilym M.
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Box, G.E.P. et al
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