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INTRODUCTION TO TIME SERIES AND FORECASTING (SPRINGER By Peter J. NEW
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eBay item number:226227458016
Item specifics
- Condition
- ISBN-10
- 3319298526
- Book Title
- Introduction to Time Series and Forecasting (Springer Texts in
- Item Height
- 11 inches
- ISBN
- 9783319298528
- Subject Area
- Business & Economics, Mathematics
- Publication Name
- Introduction to Time Series and Forecasting
- Publisher
- Springer International Publishing A&G
- Item Length
- 11 in
- Subject
- Probability & Statistics / General, Probability & Statistics / Time Series, Econometrics, Statistics
- Publication Year
- 2016
- Series
- Springer Texts in Statistics Ser.
- Type
- Textbook
- Format
- Hardcover
- Language
- English
- Item Weight
- 485.5 Oz
- Item Width
- 8.3 in
- Number of Pages
- Xiv, 425 Pages
About this product
Product Information
This book is aimed at the reader who wishes to gain a working knowledge of time series and forecasting methods as applied to economics, engineering and the natural and social sciences. It assumes knowledge only of basic calculus, matrix algebra and elementary statistics. This third edition contains detailed instructions for the use of the professional version of the Windows-based computer package ITSM2000, now available as a free download from the Springer Extras website. The logic and tools of time series model-building are developed in detail. Numerous exercises are included and the software can be used to analyze and forecast data sets of the user's own choosing. The book can also be used in conjunction with other time series packages such as those included in R. The programs in ITSM2000 however are menu-driven and can be used with minimal investment of time in the computational details. The core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space models, with an optional chapter on spectral analysis. Many additional special topics are also covered. New to this edition: A chapter devoted to Financial Time Series Introductions to Brownian motion, L vy processes and It calculus An expanded section on continuous-time ARMA processes
Product Identifiers
Publisher
Springer International Publishing A&G
ISBN-10
3319298526
ISBN-13
9783319298528
eBay Product ID (ePID)
219605531
Product Key Features
Number of Pages
Xiv, 425 Pages
Language
English
Publication Name
Introduction to Time Series and Forecasting
Publication Year
2016
Subject
Probability & Statistics / General, Probability & Statistics / Time Series, Econometrics, Statistics
Type
Textbook
Subject Area
Business & Economics, Mathematics
Series
Springer Texts in Statistics Ser.
Format
Hardcover
Dimensions
Item Weight
485.5 Oz
Item Length
11 in
Item Width
8.3 in
Additional Product Features
Edition Number
3
Intended Audience
Trade
Dewey Edition
21
Reviews
"This is a very well-written textbook aimed at a wide audience of readers interested in time series methodologies and their applications to various fields." (Wilfredo Palma, Mathematical Reviews September, 2017)
Number of Volumes
1 Vol.
Illustrated
Yes
Dewey Decimal
519.5/5
Lc Classification Number
Qa276-280
Table of Content
Introduction.- Stationary Processes.- ARMA Models.- Spectral Analysis.- Modeling and Forecasting with ARMA Processes.- Nonstationary and Seasonal Time Series Models.- Time Series Models for Financial Data.- Multivariate Time Series.- State-Space Models.- Forecasting Techniques.- Further Topics.- Appendix A: Random Variables and Probability Distributions.- Appendix B: Statistical Complements.- Appendix C: Mean Square Convergence.- Appendix D: Lévy Processes, Brownian Motion and Itô Calculus.- Appendix E: An ITSM Tutorial.- References.- Index.
Copyright Date
2016
Item description from the seller
Seller assumes all responsibility for this listing.
eBay item number:226227458016
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US, United States
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Description of item was very accurate. Price and shipping costs were reasonable. Book was minimally packaged but arrived promptly in very good condition . Communication is clear and prompt. Would buy from this seller again.
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Description of item was very accurate. Price and shipping costs were reasonable. Items were well packaged. and arrived promptly in good condition. Communication is clear and prompt. Would buy from this seller again.
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This is the new cover not the old cover (was planning on buying both sets anyways). Fast shipping, nice packaging, reasonably priced, excellent communication. Zuber offered to have the item returned if I was unsatisfied with it. Highly recommend this seller.
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