圖書標籤: 時間序列分析 時間序列 金融 補充教材 營銷 統計學 概率論與數理統計 數學
发表于2024-12-28
時間序列分析及其應用 pdf epub mobi txt 電子書 下載 2024
《時間序列分析及其應用(第2版)》內容為:The goals of this book are to develop an appreciation for the richness andversatility of modern time series analysis as a tool for analyzing data, and stillmaintain a commitment to theoretical integrity, as exemplified by the seminalworks of Brillinger (1981) and Hannan (1970) and the texts by Brockwell andDavis (1991) and Fuller (1995). The advent of more powerful computing, es-pecially in the last three years, has provided both real data and new softwarethat can take one considerably beyond the fitting of simple time domain mod-els, such as have been elegantly described in the landmark work of Box andJenkins (see Box et al., 1994). This book is designed to be useful as a textfor courses in time series on several different levels and as a reference workfor practitioners facing the analysis of time-correlated data in the physical,biological, and social sciences.
國內好便宜。。
評分國內好便宜。。
評分國內好便宜。。
評分國內好便宜。。
評分國內好便宜。。
这本书简洁清晰,有充足但不多余的例子和code。对初学者合适,用作有基础的人的参考书也合适。美中不足的是3.6 estimation of ARMA parameters讲的太混乱。如果只需要对estimation算法有个概念,看analysis of financial time series 相应章节。time series初学者读这本书的话...
評分这本书简洁清晰,有充足但不多余的例子和code。对初学者合适,用作有基础的人的参考书也合适。美中不足的是3.6 estimation of ARMA parameters讲的太混乱。如果只需要对estimation算法有个概念,看analysis of financial time series 相应章节。time series初学者读这本书的话...
評分此书内容全面且比较新,除了传统内容(ARIMA,spectral analysis,state-space models)以外,还介绍了不少该领域中其他一些重要的topics或者新近的发展,诸如:GARCH,long-run memory process,threshold等。个人认为本书对ARIMA的介绍很好,第三章最后两节用几个例子介绍了Box-J...
評分这本书简洁清晰,有充足但不多余的例子和code。对初学者合适,用作有基础的人的参考书也合适。美中不足的是3.6 estimation of ARMA parameters讲的太混乱。如果只需要对estimation算法有个概念,看analysis of financial time series 相应章节。time series初学者读这本书的话...
評分这本书简洁清晰,有充足但不多余的例子和code。对初学者合适,用作有基础的人的参考书也合适。美中不足的是3.6 estimation of ARMA parameters讲的太混乱。如果只需要对estimation算法有个概念,看analysis of financial time series 相应章节。time series初学者读这本书的话...
時間序列分析及其應用 pdf epub mobi txt 電子書 下載 2024