時(shí)間序列與預(yù)測(cè)

《時(shí)間序列與預(yù)測(cè)(英文版)(第2版)》是時(shí)間序列領(lǐng)域的名著。特色在于注重實(shí)際應(yīng)用。深淺適中，適用面廣，示例和習(xí)題豐富，有微積分、線性代數(shù)和統(tǒng)計(jì)學(xué)基礎(chǔ)知識(shí)即可閱讀。書中全面介紹了經(jīng)濟(jì)、工程、自然科學(xué)和社會(huì)科學(xué)中所用的時(shí)間序列和預(yù)測(cè)方法，核心內(nèi)容是平穩(wěn)過程、ARMA模型和ARIMA模型、多元時(shí)間序列和狀態(tài)空間模型、譜分析。書中配有時(shí)間序列軟件包ITSM2000學(xué)生版，更加方便讀者學(xué)習(xí)。

Peter J. Brockwell and Richard A. Davis are Fellows of the American Statistical Association and the Institute of Mathematical Statistics and elected members of the International Statistics institute. Richard A. Davis is the current President of the Institute of Mathematical Statistics and, with W.T.M. Dunsmuir, winner of the Koopmans Prize. Professors Brockwell and Davis are co...

Peter J. Brockwell and Richard A. Davis are Fellows of the American Statistical Association and the Institute of Mathematical Statistics and elected members of the International Statistics institute. Richard A. Davis is the current President of the Institute of Mathematical Statistics and, with W.T.M. Dunsmuir, winner of the Koopmans Prize. Professors Brockwell and Davis are coauthors of the widely used advanced text, Time Series: Theory and Methods, Second Edition (Springer-Verlag, 1991).