Time series analysis. Forecasting and control. 4th ed.

*(English)*Zbl 1154.62062
Hoboken, NJ: John Wiley & Sons (ISBN 978-0-470-27284-8/hbk). xxiv, 746 p. (2008).

Publisher’s description: This is a revision of a classic, seminal, and authoritative book that has been the model for most books on this topic [see the review of the original edition from 1970, Zbl 0249.62009; and the review of the 3 rd edition from 1994, Zbl 0858.62072]. It focuses on practical techniques throughout, rather than a rigorous mathematical treatment of the subject. It explores the building of stochastic (statistical) models for time series and their use in important areas of forecasting applications, model specification, estimation, modeling effects of intervention events, and process control, among others.

In addition to meticulous modifications in content and improvements in style, this new edition incorporates several new topics in an effort to modernize the subject matter. These topics include extensive discussions of multivariate time series, smoothing, likelihood functions based on state space models, autoregressive models, structural component models and deterministic seasonal components, and nonlinear and long memory models.

In addition to meticulous modifications in content and improvements in style, this new edition incorporates several new topics in an effort to modernize the subject matter. These topics include extensive discussions of multivariate time series, smoothing, likelihood functions based on state space models, autoregressive models, structural component models and deterministic seasonal components, and nonlinear and long memory models.