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Time Series: Forecasting, Simulation, Applications (Mathematics and Its Applications (Ellis Horwood Ltd))
by: Gareth Janacek, Louise Swift

Binding: Hardcover
Dewey Decimal Number: 519.55
EAN: 9780139184598
ISBN: 0139184597
Label: Ellis Horwood, Ltd.
Manufacturer: Ellis Horwood, Ltd.
Number Of Items: 1
Number Of Pages: 331
Publication Date: 1993-09
Publisher: Ellis Horwood, Ltd.
Sales Rank: 7183505
Studio: Ellis Horwood, Ltd.

Customer Reviews

Average Rating: out of 5 stars

Rating:

- broad coverage but a little outdated
I reviewed this book for the American Statistician in 1994. The book provides extensive coverage of time series methodology without being overly theoretical. The authors are well versed on the topic as they have published on it in the statistical literature. They avoid delving into the difficult theory by sketching out the mathematics, present the key theorems and refer the reader to other sources for rigorous details. They provide a broad treatment of both the time and frequency domain approaches to time series analysis. It is at the level of an advanced undergraduate or beginning graduate level course. Still there is more coverage of the time domain.
Traditional time domain models including exponential smoothing and moving averages are introduced first. The ARMA models and Harvey's structural models are treated as special cases of the state space models. They introduce many parameter estimation procedures ... Read More

Rating:

- good broad coverage of topic in 1993
I reviewed this book for the American Statistician in 1994. The book provides extensive coverage of time series methodology without being overly theoretical. The authors are well versed on the topic as they have published on it in the statistical literature. They avoid delving into the difficult theory by sketching out the mathematics, present the key theorems and refer the reader to other sources for rigorous details. They provide a broad treatment of both the time and frequency domain approaches to time series analysis. It is at the level of an advanced undergraduate or beginning graduate level course. Still there is more coverage of the time domain.

Traditional time domain models including exponential smoothing and moving averages are introduced first. The ARMA models and Harvey's structural models are treated as special cases of the state space models. They introduce many parameter estimation procedures ... Read More

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