"This revised and expanded edition reflects the developments and new directions in the field since the publication of the first edition. In particular, sections on nonstationary panel data analysis and a discussion on the distinction between deterministic and stochastic trends h…
This text combines stochastic modeling and statistical inference in a variety of standard and less common models, such as point processes, Markov random fields and hidden Markov models, in a clear, thoughtful and succinct manner. The main distinguishing feature of this work is t…
If you are a business person, who desires to forecast demands and sales, or a researcher, who wishes to predict a future event, this textbook is for you. The book is also written for upper-division undergraduate students, first year MBA students, and other readers who wish to ac…
Presenting the most recent development in econometrics, the unit-root field including error correction and co-integration, this text explains statistical procedures in detail, and emphasises the results of applications.
Time series: theory and methods
by Davis, Richard A., Brockwell, Peter J.
fromSpringer Series in Statistics