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Nonlinear Time Series
Taylor & Francis 2007; US$ 94.95Studies show that semiparametric methods and models may be applied to solve dimensionality reduction problems arising from using fully nonparametric models and methods. This book examines semiparametric estimation and specification methods and then applies these approaches to a class of nonlinear continuous-time models with real-world data. more...
Introduction to Modern Time Series Analysis
Springer 2007; US$ 47.99This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series. It attempts to bridge the gap between methods and realistic applications. This book contains the most important approaches to analyse time series which may be stationary or nonstationary. Modelling and forecasting univariate... more...
Quickest Detection
Cambridge University Press 2008; US$ 84.00This unified treatment of the quickest detection problem provides the background necessary to design, analyze, and understand quickest detection algorithms. more...
Dynamic stochastic models from empirical data
Elsevier Science 1976; US$ 98.95Dynamic stochastic models from empirical data more...
Fourier Analysis of Time Series
Wiley 2004; US$ 167.00A new, revised edition of a yet unrivaled work on frequency domain analysis Long recognized for his unique focus on frequency domain methods for the analysis of time series data as well as for his applied, easy-to-understand approach, Peter Bloomfield brings his well-known 1976 work thoroughly up to date. With a minimum of mathematics and an engaging,... more...
Introduction to Statistical Time Series
Wiley 2009; US$ 177.00The subject of time series is of considerable interest, especially among researchers in econometrics, engineering, and the natural sciences. As part of the prestigious Wiley Series in Probability and Statistics, this book provides a lucid introduction to the field and, in this new Second Edition, covers the important advances of recent years, including... more...
Forecasting with Univariate Box - Jenkins Models
Wiley 2009; US$ 268.00Explains the concepts and use of univariate Box-Jenkins/ARIMA analysis and forecasting through 15 case studies. Cases show how to build good ARIMA models in a step-by-step manner using real data. Also includes examples of model misspecification. Provides guidance to alternative models and discusses reasons for choosing one over another. more...
Handbook of Time Series Analysis
Wiley 2006; US$ 280.00This handbook provides an up-to-date survey of current research topics and applications of time series analysis methods written by leading experts in their fields. It covers recent developments in univariate as well as bivariate and multivariate time series analysis techniques ranging from physics' to life sciences' applications. Each chapter comprises... more...
A Course in Time Series Analysis
Wiley 2011; US$ 207.00New statistical methods and future directions of research in time series A Course in Time Series Analysis demonstrates how to build time series models for univariate and multivariate time series data. It brings together material previously available only in the professional literature and presents a unified view of the most advanced procedures available... more...









