時間序列的理論與方法（第2版） [Time Series:Theory and Methods] pdf epub mobi txt 電子書下載 2025

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齣版社：世界圖書齣版公司

ISBN：9787510094712

版次：1

商品編碼：11715863

包裝：平裝

外文名稱：Time Series:Theory and Methods

開本：24開

齣版時間：2015-07-01

用紙：膠版紙

頁數：277

正文語種：中文

具體描述

編輯推薦

　　《時間序列的理論與方法（第2版）》是一部有關時間序列的高等教材，這版對原來的版本通篇做瞭大量的修訂和擴充，包括增加瞭全新的一章講述狀態空間。內容詳盡，包括瞭學習時間序列能夠經常用到的所有方法，書的一開始從引進Hilbert空間開始，緊接著平穩ARMA過程及其他。第10章有關平穩過程的譜推斷很有新意，考慮頻率已知和未知的周期性各種檢驗。

　　目次：平穩時間序列；Hilbert空間；平穩Arma過程；平穩過程的譜錶示；平穩過程預測；漸進理論；均值和協差函數估計；Arma模型估計；應用ARIMA過程進行建模和預測；平穩過程的譜推斷；多變量時間序列；狀態空間模型和Kalman遞歸；高級話題。

　　《時間序列的理論與方法（第2版）》讀者對象：數學專業、統計概率專業的研究生和相關人士。

內容簡介

　　This edition contains a large number of additions and corrections scattered
　　throughout the text, including the incorporation of a new chapter on state-space models. The companion diskette for the IBM PC has expanded into the software package ITSM: An Interactive Tme Series Modelling Package for th.e PC, which includes a manual and can be ordered fromSpringer-Vertag.*
　　We are indebted to many readers who have used the book and programs and made suggestions for improvements. Unfortunately there is not enough space to acknowledge all who have contributed in this way; however, special mention must be made of our prize-winning fault-finders, Sid Resnick and
　　F. Pukelsheim. Special mention should also be made of Anthony Brockwell, whose advice and support on computing matters was invaluable in the
　　preparation of the new diskettes. We have been fortunate to work on the new edition 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 Science 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 preparing the second edition.