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Title: Time Series: Theory and Methods (Springer Series in Statistics) by Peter J. Brockwell, Richard A. Davis, Stephen E. Fienberg ISBN: 0-387-97429-6 Publisher: Springer Verlag Pub. Date: September, 1996 Format: Hardcover Volumes: 1 List Price(USD): $94.00 |
Average Customer Rating: 4.5 (2 reviews)
Rating: 4
Summary: Rigorous, difficult, but feasible
Comment: Of course, this an advanced textbook on Time Series. The reader is supposed to have been introduced to the subject, and certainly is looking for a more theoretical treatment.
If you want to learn time series for the first time, this is not the book.
If you want a friendly book, do not see springer's publications.
However, if you want a fair rigourous book, you have found it.
I think the exercises are illustrative, but sometimes long.
Rating: 5
Summary: excellent and rigorous treatment of time series methods
Comment: This text provides a thorough treatment of the time and frequency domain theory for time series data. It provides a rigorous and theoretical treatment. This is a graduate level text for statistics majors. It provides good coverage of ARIMA models. There are also a number of other good texts on time series analysis both theoretical and applied. Some like Koopmans' text and Bloomfield's emphasize the frequency domain and others like Box, Jenkins and Reinsel the time domain. Another excellent recent text is the one by Shumway and Stoffer. Chatfield's monograph provides a concise elementary introduction.
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Title: Introduction to Time Series and Forecasting by Peter J. Brockwell, Richard A. Davis, P. J. Rockwell ISBN: 0387953515 Publisher: Springer Verlag Pub. Date: 08 March, 2002 List Price(USD): $84.95 |
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Title: Time Series Analysis: Forecasting & Control (3rd Edition) by George Box, Gwilym M. Jenkins, Gregory Reinsel ISBN: 0130607746 Publisher: Prentice Hall Pub. Date: 28 February, 1994 List Price(USD): $81.33 |
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Title: Time Series Analysis by James Douglas Hamilton ISBN: 0691042896 Publisher: Princeton Univ Pr Pub. Date: 11 January, 1994 List Price(USD): $85.00 |
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Title: Time Series Analysis and Its Applications (Springer Texts in Statistics) by Robert H. Shumway, David S. Stoffer ISBN: 0387989501 Publisher: Springer Verlag Pub. Date: March, 2000 List Price(USD): $84.95 |
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Title: Credit Risk : Pricing, Measurement, and Management by Darrell Duffie, Kenneth J. Singleton ISBN: 0691090467 Publisher: Princeton Univ Pr Pub. Date: 06 January, 2003 List Price(USD): $65.00 |
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