Time Series: Theory and Methods Theory and Methods
Time Series: Theory and Methods by Peter J. Brockwell is a comprehensive resource published by Springer Science & Business Media on February 22, 1991. This second edition spans 577 pages and is presented in English. It features numerous additions and corrections throughout the text, including a new chapter dedicated to state-space models, enhancing the depth of the material covered.
Readers will find that this edition not only updates existing content but also introduces the ITSM: An Interactive Time Series Modelling Package for the PC, which includes a manual and is available for order. The book addresses various subjects such as econometrics, statistics, and stochastic processes, making it a valuable reference for those interested in time series analysis and its applications in business and economics.
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This edition contains a large number of additions and corrections scattered throughout the text, including the incorporation of a new chapter on state-space models. The companion diskette for the IBM PC has expanded into the software package ITSM: An Interactive Time Series Modelling Package for the PC, which includes a manual and can be ordered from Springer-Verlag. * We are indebted to many readers who have used the book and programs and made suggestions for improvements. Unfortunately there is not enough space to acknowledge all who have contributed in this way; however, special mention must be made of our prize-winning fault-finders, Sid Resnick and F. Pukelsheim. Special mention should also be made of Anthony Brockwell, whose advice and support on computing matters was invaluable in the preparation of the new diskettes. We have been fortunate to work on the new edition in the excellent environments provided by the University of Melbourne and Colorado State University. We thank Duane Boes particularly for his support and encouragement throughout, and the Australian Research Council and National Science Foundation for their support of research related to the new material. We are also indebted to Springer-Verlag for their constant support and assistance in preparing the second edition. Fort Collins, Colorado P. J. BROCKWELL November, 1990 R. A. DAVIS * /TSM: An Interactive Time Series Modelling Package for the PC by P. J. Brockwell and R. A. Davis. ISBN: 0-387-97482-2; 1991.
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