[书籍] 时间序列分析及其应用（第2版）
出版社:
世界图书出版公司
简介:
The goals of this book are to develop an appreciation for the richness andversatility of modern time series analysis as a tool for analyzing data， and stillmaintain a commitment to theoretical integrity， as exemplified by the seminalworks of Brillinger （1981） and Hannan （1970） and the texts by Brockwell andDavis （1991） and Fuller （1995）. The advent of more powerful computing， es-pecially in the last three years， has provided both real data and new softwarethat can take one considerably beyond the fitting of simple time domain mod-els， such as have been elegantly described in the landmark work of Box andJenkins （see Box et al.， 1994）. This book is designed to be useful as a textfor courses in time series on several different levels and as a reference workfor practitioners facing the analysis of time-correlated data in the physical，biological， and social sciences.
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