Introduction to time series and forecasting / (Record no. 12745)

000 -LEADER
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001 - CONTROL NUMBER
control field 19076428
003 - CONTROL NUMBER IDENTIFIER
control field OSt
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20200311153731.0
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010 ## - LIBRARY OF CONGRESS CONTROL NUMBER
LC control number 2016939116
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9783319298528 (hbk.) :
Terms of availability €69.99
040 ## - CATALOGING SOURCE
Original cataloging agency DLC
Language of cataloging eng
Transcribing agency DLC
Description conventions rda
Modifying agency DLC
-- IIMU
042 ## - AUTHENTICATION CODE
Authentication code pcc
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519.55
Edition number 23
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Brockwell, J Peter.,
Relator term author.
245 10 - TITLE STATEMENT
Title Introduction to time series and forecasting /
Statement of responsibility, etc. Peter J. Brockwell.
250 ## - EDITION STATEMENT
Edition statement 3rd ed.
263 ## - PROJECTED PUBLICATION DATE
Projected publication date 1606
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Place of production, publication, distribution, manufacture New York, NY :
Name of producer, publisher, distributor, manufacturer Springer Science+Business Media,
Date of production, publication, distribution, manufacture, or copyright notice 2016.
300 ## - PHYSICAL DESCRIPTION
Extent xiv,425 p. :
Other physical details ill ;
Dimensions 26 cm.
336 ## - CONTENT TYPE
Content type term text
Content type code txt
Source rdacontent
337 ## - MEDIA TYPE
Media type term unmediated
Media type code n
Source rdamedia
338 ## - CARRIER TYPE
Carrier type term volume
Carrier type code nc
Source rdacarrier
365 ## - TRADE PRICE
Price amount €69.99
490 ## - SERIES STATEMENT
Series statement Springer Texts in Statistics
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc. note Includes Bibliographical references and index.
520 ## - SUMMARY, ETC.
Summary, etc. This book is aimed at the reader who wishes to gain a working knowledge of time series and forecasting methods as applied to economics, engineering and the natural and social sciences. It assumes knowledge only of basic calculus, matrix algebra and elementary statistics. This third edition contains detailed instructions for the use of the professional version of the Windows-based computer package ITSM2000, now available as a free download from the Springer Extras website. The logic and tools of time series model-building are developed in detail. Numerous exercises are included and the software can be used to analyze and forecast data sets of the user's own choosing. The book can also be used in conjunction with other time series packages such as those included in R. The programs in ITSM2000 however are menu-driven and can be used with minimal investment of time in the computational details.

The core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space models, with an optional chapter on spectral analysis. Many additional special topics are also covered.

New to this edition:


A chapter devoted to Financial Time Series
Introductions to Brownian motion, Lévy processes and Itô calculus
An expanded section on continuous-time ARMA processes
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Statistics.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Time-series analysis.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Distribution (Probability theory).
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Mathematical statistics.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Davis, Richard A.
856 42 - ELECTRONIC LOCATION AND ACCESS
Materials specified Contributor biographical information
Uniform Resource Identifier https://www.loc.gov/catdir/enhancements/fy1619/2016939116-b.html
856 42 - ELECTRONIC LOCATION AND ACCESS
Materials specified Publisher description and contents page
Uniform Resource Identifier https://www.springer.com/in/book/9783319298528
856 41 - ELECTRONIC LOCATION AND ACCESS
Materials specified Table of contents only
Uniform Resource Identifier https://www.loc.gov/catdir/enhancements/fy1619/2016939116-t.html
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942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme
Koha item type Monograph
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Materials specified (bound volume or other part) Damaged status Not for loan Permanent Location Current Location Shelving location Date acquired Source of acquisition Cost, normal purchase price Inventory number Total Checkouts Total Renewals Full call number Barcode Date last seen Date last checked out Copy number Cost, replacement price Price effective from Koha item type
      hbk.     Indian Institute of Management Udaipur Indian Institute of Management Udaipur B7/2 2020-01-08 Amazon.in 4631.00 QSHS-1051866 - 02/01/2020 2 3 519.55 005019 2022-07-28 2021-12-31 1 5874.15 2020-01-08 Monograph
      hbk.     Indian Institute of Management Udaipur Indian Institute of Management Udaipur B7/2 2020-03-11 Amazon.in 4524.00 IN-5208 - 10/02/2020     519.55 005045 2020-03-11   2 5781.17 2020-03-11 Monograph

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