{"product_id":"9783319298528","title":"Springer Texts in Statistics","description":"\u003ch1\u003eSpringer Texts in Statistics\u003c\/h1\u003e \u003ch2\u003eBrockwell, Peter J.; Davis, Richard A.\u003c\/h2\u003e \u003cp\u003eThis 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.\u003cbr\u003e\u003c\/p\u003e\u003cdiv\u003e\u003cbr\u003e\u003c\/div\u003e\u003cdiv\u003eThe 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.\u003cbr\u003e\n\u003c\/div\u003e\u003cdiv\u003e\u003cbr\u003e\u003c\/div\u003e\u003cdiv\u003e\n\u003cb\u003eNew to this edition:\u003c\/b\u003e\u003cbr\u003e\n\u003c\/div\u003e\u003cdiv\u003e\u003cbr\u003e\u003c\/div\u003e\u003cdiv\u003e\u003cul\u003e\n\u003cli\u003eA chapter devoted to Financial Time Series\u003cbr\u003e\n\u003c\/li\u003e\n\u003cli\u003eIntroductions to Brownian motion, Lévy processes and Itô calculus\u003cbr\u003e\n\u003c\/li\u003e\n\u003cli\u003eAn expanded section on continuous-time ARMA processes\u003c\/li\u003e\n\u003c\/ul\u003e\u003c\/div\u003e \u003ch3\u003eDetails\u003c\/h3\u003e \u003cp\u003ePublished by: Springer\u003c\/p\u003e \u003cp\u003ePublication Date: 2016-08-31\u003c\/p\u003e \u003cp\u003eFormat: Hardcover\u003c\/p\u003e \u003cp\u003eISBN-13: 9783319298528\u003c\/p\u003e \u003cp\u003eDOI: 10.1007\/978-3-319-29854-2\u003c\/p\u003e \u003cp\u003eDimensions: 279cm x210cm\u003c\/p\u003e \u003cp\u003ePages: 425\u003c\/p\u003e ","brand":"Springer International Publishing","offers":[{"title":"Default Title","offer_id":45937792712844,"sku":"9783319298528","price":89.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9783319298528.jpg?v=1775732371","url":"https:\/\/lateknightbooks.com\/products\/9783319298528","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}