"Desde la publicación de su primer libro, El análisis de series de tiempo financieras, Ruey Tsay se ha convertido en uno de los expertos más influyentes y destacados en el tema de la serie de tiempo. A diferencia del enfoque tradicional y muchas veces complejo para multivariado …
This book is aimed at the reader who wishes to gain a working knowledge of time series and forecasting methods as applied to economics, engineering and the natural and social sciences. It assumes knowledge only of basic calculus, matrix algebra and elementary statistics. This th…
by Davis, Richard A., Brockwell, Peter J.
fromSpringer Series in Statistics
"The fourth edition of this popular graduate textbook, like its predecessors, presents a balanced and comprehensive treatment of both time and frequency domain methods with accompanying theory. Numerous examples using nontrivial data illustrate solutions to problems such as disc…
