ARMA Model Identification - Byoungseon Choi
-20% with code BOOKS
Shipping in 12-18 days
30-day return policy
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 ot ... Full description
You May Also Like
TOP
Biology: A Global Approach, Global Edition
Neil Campbell, Rebecca Orr, Lisa Urry, Peter Minorsky, Michael Cain, Jane Reece, Steven Wasserman
-20% with code BOOKS
In stock at our supplier
TOP
Six Not-so-easy Pieces: Einstein's Relativity, Symmetry, and Space-Time
Richard P. Feynman, Robert B. Leighton, Matthew Sands
-20% with code BOOKS
In stock at our supplier
TOP
Six Easy Pieces: Essentials of Physics Explained by Its Most Brilliant Teacher
Richard P. Feynman, Robert B. Leighton, Matthew Sands
-20% with code BOOKS
In stock at our supplier
TOP
Behave: The Biology of Humans at Our Best and Worst
-20% with code BOOKS
Out of stock
TOP
Determined: The Science of Life Without Free Will
-20% with code BOOKS
In stock at our supplier
TOP
The Age of Alchemy: How Early Innovators Shaped Modern Chemistry
-20% with code BOOKS
In stock at our supplier
TOP
The Secrets of our DNA: How Genetics has Changed the World
-20% with code BOOKS
In stock at our supplier
TOP
Janeway's Immunobiology
Leslie J. Berg, Kenneth Murphy, Casey Weaver
-20% with code BOOKS
In stock at our supplier
TOP
Why We Sleep: Unlocking the Power of Sleep and Dreams
-20% with code BOOKS
In stock
TOP
Factfulness: Ten Reasons We're Wrong About the World--and Why Things Are Better Than You Think
Ola Rosling, Anna Rosling Rönnlund, Hans Rosling
-20% with code BOOKS
In stock at our supplier
TOP
The Light Eaters: How the Unseen World of Plant Intelligence Offers a New Understanding of Life on Earth
-20% with code BOOKS
In stock at our supplier
TOP
The Rise and Fall of the Dinosaurs: A New History of a Lost World
-20% with code BOOKS
In stock at our supplier
TOP
The Rise and Reign of the Mammals: A New History, from the Shadow of the Dinosaurs to Us
-20% with code BOOKS
In stock at our supplier
TOP
Learn Faster, Perform Better: A Musician's Guide to the Neuroscience of Practicing
-20% with code BOOKS
In stock at our supplier
TOP
Why Machines Learn: The Elegant Maths Behind Modern AI
-20% with code BOOKS
In stock at our supplier
TOP
Beyond Inheritance: Our Ever-Mutating Cells and a New Understanding of Health
-20% with code BOOKS
In stock at our supplier
TOP
The Feynman Lectures on Physics. The New Millennium Edition
Matthew Sands, Robert Leighton, Richard Feynman
-20% with code BOOKS
In stock at our supplier
TOP
How to Solve it: A New Aspect of Mathematical Method
-20% with code BOOKS
In stock at our supplier
Description
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.
More Information
| Author | Byoungseon Choi |
|---|---|
| Publisher | Springer US |
| Series | Springer Series in Statistics |
| Release year | 2012 |
| Cover type | Softcover |
| EAN | 9781461397472 |