Автор: Hamilton, James Название: Time Series Analysis ISBN: 0691042896 ISBN-13(EAN): 9780691042893 Издательство: Wiley Рейтинг: Цена: 11088.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A graduate-level text which describes the recent dramatic changes that have taken place in the way that researchers analyze economic and financial time series. It explores such important innovations as vector regression, nonlinear time series models and the generalized methods of moments.
Автор: Durbin, James; Koopman, Siem Jan Название: Time Series Analysis by State Space Methods ISBN: 019964117X ISBN-13(EAN): 9780199641178 Издательство: Oxford Academ Рейтинг: Цена: 18216.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This new edition updates Durbin & Koopman`s important text on the state space approach to time series analysis providing a more comprehensive treatment, including the filtering of nonlinear and non-Gaussian series. The book provides an excellent source for the development of practical courses on time series analysis.
Автор: Robert H. Shumway Название: Time Series Analysis and Its Applications ISBN: 1461427592 ISBN-13(EAN): 9781461427599 Издательство: Springer Рейтинг: Цена: 12571.00 р. Наличие на складе: Поставка под заказ.
Описание: Time Series Analysis and Its Applications, presents a comprehensive treatment of both time and frequency domain methods with accompanying theory. Extensive examples illustrate solutions to climate change, monitoring a nuclear test ban treaty, evaluating the volatility of an asset, and more.
Автор: Pena, Daniel S. Tiao, George C. Tsay, Ruey S. Название: Course in time series analysis ISBN: 047136164X ISBN-13(EAN): 9780471361640 Издательство: Wiley Рейтинг: Цена: 31355.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: New statistical methods and future directions of research in time series A Course in Time Series Analysis demonstrates how to build time series models for univariate and multivariate time series data.
Автор: Box-Steffensmeier Название: Time Series Analysis for the Social Sciences ISBN: 0521691559 ISBN-13(EAN): 9780521691550 Издательство: Cambridge Academ Рейтинг: Цена: 4592.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Time Series Analysis for the Social Sciences provides accessible, up-to-date instruction and examples of the core methods in time series econometrics. The book covers ARIMA models, time series regression, unit-root diagnosis, vector autoregressive models, error-correction models, intervention models, fractional integration, ARCH models, structural breaks, and forecasting.
Автор: Douglas C. Montgomery,Cheryl L. Jennings,Murat Kul Название: Introduction to Time Series Analysis and Forecasting ISBN: 1118745116 ISBN-13(EAN): 9781118745113 Издательство: Wiley Рейтинг: Цена: 18208.00 р. Наличие на складе: Поставка под заказ.
Описание: Praise for the First Edition " [t]he book is great for readers who need to apply the methods and models presented but have little background in mathematics and statistics.
Автор: Commandeur, Jacques J.F.; Koopman, Siem Jan Название: An Introduction to State Space Time Series Analysis ISBN: 0199228876 ISBN-13(EAN): 9780199228874 Издательство: Oxford Academ Рейтинг: Цена: 7681.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This text provides an introduction to time series analysis using state space methodology to readers who are neither familiar with time series analysis, nor with state space methods. This is the first in a series of books designed to provide practitioners, researchers, and students with practical introductions to various topics in econometrics.
Описание: An accessible guide to the multivariate time series tools used in numerous real-world applications Multivariate Time Series Analysis: With R and Financial Applications is the much anticipated sequel coming from one of the most influential and prominent experts on the topic of time series.
Описание: Vol.4: Effective Environmental Management for Sustainable Development
Автор: Nachtsheim;Neter;Kutner Название: Applied Linear Statistical Models with Student CD ISBN: 0071122214 ISBN-13(EAN): 9780071122214 Издательство: McGraw-Hill Рейтинг: Цена: 9265.00 р. Наличие на складе: Поставка под заказ.
Описание: "Applied Linear Statistical Models", 5e, is the long established leading authoritative text and reference on statistical modeling. For students in most any discipline where statistical analysis or interpretation is used, ALSM serves as the standard work. The text includes brief introductory and review material, and then proceeds through regression and modeling for the first half, and through ANOVA and Experimental Design in the second half. All topics are presented in a precise and clear style supported with solved examples, numbered formulae, graphic illustrations, and "Notes" to provide depth and statistical accuracy and precision. Applications used within the text and the hallmark problems, exercises, and projects are drawn from virtually all disciplines and fields providing motivation for students in virtually any college. The Fifth edition provides an increased use of computing and graphical analysis throughout, without sacrificing concepts or rigor. In general, the 5e uses larger data sets in examples and exercises, and where methods can be automated within software without loss of understanding, it is so done.
Автор: Ruey Tsay Название: Analysis of Financial Time Series ISBN: 0470414359 ISBN-13(EAN): 9780470414354 Издательство: Wiley Рейтинг: Цена: 19792.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Analysis of Financial Time Series, Third Edition provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of financial time series data. It utilizes real-world examples and real financial data throughout the book to apply the models and methods described.
Описание: This is a 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, modeling the effects of intervention events, and process control, among others. In addition to meticulous modifications in content and improvements in style, the new edition incorporates several new topics in an effort to modernize the subject matter. These topics include extensive discussions of multivariate time series, smoothing, likelihood function based on the state space model, autoregressive models, structural component models and deterministic seasonal components, and nonlinear and long memory models.
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