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Brockwell Peter J, Davis Richard A

Time series: theory and methods. Second edition

Editore: Springer Vieweg

Prezzo: 33,00 €

Anno di pubblicazione: 2006

Tipologia: Libro

Scaffale: SCIENZA E TECNOLOGIA

Settore: Scienze e tecnologia

EAN: 9781441903198

33,00 €
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Descrizione

This edition contains a large number of additions and corrections scattered thro ughout the text, including the incorporation of a new chapter on state-space mod els. The companion diskette for the IBM PC has expanded into the software packag e ITSM: An Interactive Time Series Modelling Package for the PC, which includes a manual and can be ordered from Springer-Verlag. * We are indebted to many read ers who have used the book and programs and made suggestions for improvements. U nfortunately there is not enough space to acknowledge all who have contributed i n this way; however, special mention must be made of our prize-winning fault-fin ders, Sid Resnick and F. Pukelsheim. Special mention should also be made of Anth ony Brockwell, whose advice and support on computing matters was invaluable in t he preparation of the new diskettes. We have been fortunate to work on the new e dition in the excellent environments provided by the University of Melbourne and Colorado State University. We thank Duane Boes particularly for his support and encouragement throughout, and the Australian Research Council and National Scie nce Foundation for their support of research related to the new material. We are also indebted to Springer-Verlag for their constant support and assistance in p reparing the second edition. Fort Collins, Colorado P. J. BROCKWELL November, 19 90 R. A. DAVIS * /TSM: An Interactive Time Series Modelling Package for the PC b y P. J. Brockwell and R. A. Davis. ISBN: 0-387-97482-2; 1991.