Introduction to Time Series Analysis and Forecasting, Douglas C. Montgomery,Cheryl L. Jennings,Murat Kul

Автор: Montgomery, Douglas C. (georgia Institute Of Technology) Kulahci, Murat (technical University Of Denmark) Jennings, Cheryl L. (bank Of America, Usa)
Название: Introduction to time series analysis and forecasting
ISBN: 139418669X ISBN-13(EAN): 9781394186693
Издательство: Wiley
Цена: 120330 T

Автор: Hamilton, James
Название: Time Series Analysis
ISBN: 0691042896 ISBN-13(EAN): 9780691042893
Издательство: Wiley
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Цена: 73920.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A graduate-level text which describes the recent dramatic changes that have taken place in the way that researchers analyze economic and financial time series. It explores such important innovations as vector regression, nonlinear time series models and the generalized methods of moments.

Автор: Jan G. De Gooijer
Название: Elements of Nonlinear Time Series Analysis and Forecasting
ISBN: 3319432516 ISBN-13(EAN): 9783319432519
Издательство: Springer
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Цена: 121110.00 T
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Описание: This book provides an overview of the current state-of-the-art of nonlinear time series analysis, richly illustrated with examples, pseudocode algorithms and real-world applications.

Автор: T. W. Anderson
Название: An Introduction to Multivariate Statistical Analysis, Third Edition
ISBN: 0471360910 ISBN-13(EAN): 9780471360919
Издательство: Wiley
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Цена: 184750.00 T
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Описание: Uses the method of maximum likelihood to a large extent to ensure reasonable, and in some cases optimal procedures. This work treats the basic and important topics in multivariate statistics.

Автор: Becketti
Название: Introduction to Time Series Using Stata
ISBN: 1597181323 ISBN-13(EAN): 9781597181327
Издательство: Taylor&Francis
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Цена: 75530.00 T
Наличие на складе: Невозможна поставка.
Описание: Recent decades have witnessed explosive growth in new and powerful tools for timeseries analysis. These innovations have overturned older approaches to forecasting, macroeconomic policy analysis, the study of productivity and long-run economic growth, and the trading of financial assets. Familiarity with these new tools on time series is an essential skill for statisticians, econometricians, and applied researchers. Introduction to Time Series Using Stata provides a step-by-step guide to essential timeseries techniques—from the incredibly simple to the quite complex—and, at the same time, demonstrates how these techniques can be applied in the Stata statistical package. The emphasis is on an understanding of the intuition underlying theoretical innovations and an ability to apply them. Real-world examples illustrate the application of each concept as it is introduced, and care is taken to highlight the pitfalls, as well as the power, of each new tool. Sean Becketti is a financial industry veteran with three decades of experience in academics, government, and private industry. Over the last two decades, Becketti has led proprietary research teams at several leading financial firms, responsible for the models underlying the valuation, hedging, and relative value analysis of some of the largest fixed-income portfolios in the world.

Автор: Commandeur, Jacques J.F.; Koopman, Siem Jan
Название: An Introduction to State Space Time Series Analysis
ISBN: 0199228876 ISBN-13(EAN): 9780199228874
Издательство: Oxford Academ
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Цена: 51210.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This text provides an introduction to time series analysis using state space methodology to readers who are neither familiar with time series analysis, nor with state space methods. This is the first in a series of books designed to provide practitioners, researchers, and students with practical introductions to various topics in econometrics.

Автор: Box G. E. P.
Название: Time Series Analysis: Forecasting and Control, 4th Edition
ISBN: 0470272848 ISBN-13(EAN): 9780470272848
Издательство: Wiley
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Цена: 123550.00 T
Наличие на складе: Поставка под заказ.
Описание: This is a revision of a classic, seminal, and authoritative book that has been the model for most books on the topic written since 1970. 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 application forecasting, model specification, estimation, modeling the effects of intervention events, and process control, among others. In addition to meticulous modifications in content and improvements in style, the 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 function based on the state space model, autoregressive models, structural component models and deterministic seasonal components, and nonlinear and long memory models.

Автор: Ruey Tsay
Название: Analysis of Financial Time Series
ISBN: 0470414359 ISBN-13(EAN): 9780470414354
Издательство: Wiley
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Цена: 131950.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Analysis of Financial Time Series, Third Edition provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of financial time series data. It utilizes real-world examples and real financial data throughout the book to apply the models and methods described.