Peter J. Brockwell Volgorde van de boeken

This book provides a comprehensive introduction to time series and forecasting methods applicable in various fields like economics and engineering. It requires basic calculus and statistics knowledge. The third edition includes ITSM2000 software instructions, exercises, and covers topics like ARMA processes and financial time series.

This book provides a comprehensive exploration of linear time series models, emphasizing their application in modeling and predicting sequentially collected data. It includes detailed techniques for data handling and offers a deep understanding of the underlying mathematical principles, making it a valuable resource for those looking to grasp the complexities of time series analysis.

This is an introduction to time series that emphasizes methods and analysis of data sets. The logic and tools of model-building for stationary and non-stationary time series are developed and numerous exercises, many of which make use of the included computer package, provide the reader with ample opportunity to develop skills. Statisticians and students will learn the latest methods in time series and forecasting, along with modern computational models and algorithms.