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Marc Nerlove - Problems of Time Series Analysis - 9781461599272 - V9781461599272
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Problems of Time Series Analysis

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Description for Problems of Time Series Analysis paperback. Series: Gesellschaft, Recht, Wirtschaft. Num Pages: 104 pages, 7 black & white illustrations, biography. BIC Classification: PDE; TTBM. Category: (P) Professional & Vocational. Dimension: 216 x 140 x 6. Weight in Grams: 149.
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 of a computer center. In economics this revival of time series analysis has led to numer­ ous empirical studies on optimal seasonal adjustment procedures, the behavior of prices, production, employment etc. More recently, Box­ Jenkins methods form ... Read more

Product Details

Format
Paperback
Publication date
2012
Publisher
Birkhauser Boston Inc United States
Number of pages
104
Condition
New
Series
Gesellschaft, Recht, Wirtschaft
Number of Pages
104
Place of Publication
Secaucus, United States
ISBN
9781461599272
SKU
V9781461599272
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15

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