Time Series Analysis

Name: Time Series Analysis
Brand: Springer-Verlag New York Inc.
SKU: 9780387759586
Price: 2012 CZK
Availability: InStock

Autor: Jonathan D. Cryer, Kung-Sik Chan

Jazyk:

Vazba: Pevná

Vydavatel: Springer-Verlag New York Inc.

Dostupnost: Skladem u dodavatele

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The book was developed for a one-semester course usually attended by students in statistics, economi...

Informace o knize

Autor

Jonathan D. Cryer, Kung-Sik Chan

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

2008

Stránek

491

EAN

9780387759586

ISBN

0387759581

Enbook ID

04066880

Vydavatel

Springer-Verlag New York Inc.

Hmotnost

1132

Rozměry

185 x 261 x 33

Kompletní popis

The book was developed for a one-semester course usually attended by students in statistics, economics, business, engineering, and quantitative social sciences. Basic applied statistics is assumed through multiple regression. Calculus is assumed only to the extent of minimizing sums of squares but a calculus-based introduction to statistics is necessary for a thorough understanding of some of the theory. However, required facts concerning expectation, variance, covariance, and correlation are reviewed in appendices. Also, conditional expectation properties and minimum mean square error prediction are developed in appendices. Actual time series data drawn from various disciplines are used throughout the book to illustrate the methodology. The book contains additional topics of a more advanced nature that could be selected for inclusion in a course if the instructor so chooses.

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Time Series Analysis

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