Contacto
Cómo comprar
Entrega
Guía de compras
ARMA Model Identification
Inglés
139 b
Política de devolución de 30 días
Clientes que también han comprado
/
Tapa blanda
20.79
€
/
Tapa blanda
5.29
€
During the last two decades, considerable progress has been made in statistical time series analysis. The aim of this book is to present a survey of one of the most active areas in this field: the identification of autoregressive moving-average models, i.e., determining their orders. Readers are assumed to have already taken one course on time series analysis as might be offered in a graduate course, but otherwise this account is self-contained. The main topics covered include: Box-Jenkins' method, inverse autocorrelation functions, penalty function identification such as AIC, BIC techniques and Hannan and Quinn's method, instrumental regression, and a range of pattern identification methods. Rather than cover all the methods in detail, the emphasis is on exploring the fundamental ideas underlying them. Extensive references are given to the research literature and as a result, all those engaged in research in this subject will find this an invaluable aid to their work.
Sobre el libro
Inglés
Regale este libro hoy
Es fácil
1 Añadir al carrito y elegir Entregar como regalo en el checkout 2 Le enviaremos un vale 3 El libro llegará a la dirección del destinatarioTambién puede interesarle
/
Tapa blanda
30.89
€
/
Tapa blanda
8.09
€
/
Tapa blanda
57.49
€