【书名】 Introduction to Time Series and Forecasting, Second Eidtion
【作者】 Peter J. Brockwell and Richard A. Davis
【出版社】Springer
【版本】    Second Eidtion
【出版日期】2003
【文件格式】PDF
【文件大小】15.1Mb
【页数】439
【ISBN出版号】0-287-95351-5
【资料类别】 计量经济学
【市面定价】 around $70 as shown on Amazon.com
【扫描版还是影印版】 清晰，非扫描，也非影印
【是否缺页】不缺页
【关键词】Time Series, Forecasting
【内容简介】ARMA model, SARIMA model ect....
【目录】

1. Introduction 1
2. Stationary Processes 45
3. ARMA Models 83
4. Spectral Analysis 111
5. Modeling and Forecasting with ARMA Processes 137
6. Nonstationary and Seasonal Time Series Models 179
7. Multivariate Time Series 223
8. State-Space Models 259
9. Forecasting Techniques 317
10. Further Topics 331

【书评】Very good book to the person who wants to know about time sereies.  Not much theoey involved but Some statistical background needed to fully appreicate this book. The authors has another bigger book (the so-called yellow book), which deals with the theory part. This one, the red book, has been used as textbook for master-level time series course.

[此贴子已经被作者于2008-4-27 13:20:47编辑过]