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Time series: theory and methods. 2nd ed. (English) Zbl 0709.62080

Springer Series in Statistics. Berlin etc.: Springer-Verlag. xvi, 577 p. DM 98.00 (1991).
[For the review of the first, 1987 - edition see Zbl 0604.62083.]
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 Time Series Modelling Package for the PC, which includes a manual and can be ordered from Springer-Verlag.

MSC:

62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62-02 Research exposition (monographs, survey articles) pertaining to statistics
62M15 Inference from stochastic processes and spectral analysis
62M20 Inference from stochastic processes and prediction
62M09 Non-Markovian processes: estimation

Citations:

Zbl 0604.62083

Software:

ITSM
PDFBibTeX XMLCite
Full Text: DOI