Problems of Time Series Analysis

by Nerlove and Marc Nerlove

The last decade has witnessed an increased interest in time series analysis. Non-parametric methods like spectral and cross spectral analysis are used to discover regularities in individual time series, re- lationships between specific components of different time series and leads or lags between those series. Box-Jenkins procedures for the pa- rametric estimation of autoregressive-moving average schemes be- long nowadays to the standard equipment...

• Format: Paperback
• Language: English
• ISBN: 146159927X
• ISBN13: 9781461599272
• Release Date: July 2012
• Publisher: Birkhauser
• Length: 104 Pages
• Weight: 0.30 lbs.
• Dimensions: 0.2" x 5.5" x 8.5"