Time series [Perpetual] (Record no. 563590)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02103 a2200241 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20210707103756.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 210204b xxu||||| |||| 00| 0 eng d |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | IIT Kanpur |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | eng |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.55 |
| Item number | B783t |
| 100 ## - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Brockwell, Peter J. |
| 245 ## - TITLE STATEMENT | |
| Title | Time series [Perpetual] |
| Remainder of title | theory and methods |
| Statement of responsibility, etc | Peter J. Brockwell and Richard A. Davis |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher | Springer |
| Year of publication | 1987 |
| Place of publication | New York |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | xiv, 532p |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE | |
| Title | Springer series in statistics |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | We have attempted in this book to give a systematic account of linear time series models and their application to the modelling and prediction of data collected sequentially in time. The aim is to provide specific techniques for handling data and at the same time to provide a thorough understanding of the mathematical basis for the techniques. Both time and frequency domain methods are discussed but the book is written in such a way that either approach could be emphasized. The book is intended to be a text for graduate students in statistics, mathematics, engineering, and the natural or social sciences. It has been used both at the M. S. level, emphasizing the more practical aspects of modelling, and at the Ph. D. level, where the detailed mathematical derivations of the deeper results can be included. Distinctive features of the book are the extensive use of elementary Hilbert space methods and recursive prediction techniques based on innovations, use of the exact Gaussian likelihood and AIC for inference, a thorough treatment of the asymptotic behavior of the maximum likelihood estimators of the coefficients of univariate ARMA models, extensive illustrations of the tech niques by means of numerical examples, and a large number of problems for the reader. The companion diskette contains programs written for the IBM PC, which can be used to apply the methods described in the text. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Time-series analysis |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Prediction theory |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Davis, Richard A. |
| 856 ## - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | https://link.springer.com/book/10.1007/978-1-4899-0004-3 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | E books |
| Withdrawn status | Lost status | Damaged status | Not for loan | Collection code | Home library | Current library | Date acquired | Source of acquisition | Cost, normal purchase price | Full call number | Accession Number | Cost, replacement price | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Electronic Resources | PK Kelkar Library, IIT Kanpur | PK Kelkar Library, IIT Kanpur | 20/07/2021 | 88 | 17212.09 | 519.55 B783t | EBK10692 | 16392.47 | E books |