Time Series Analysis (eBook)
720 Seiten
Wiley (Verlag)
978-1-118-67491-8 (ISBN)
The late George E. P. Box, PhD, was professor emeritus of statistics at the University of Wisconsin-Madison. He was a Fellow of the American Academy of Arts and Sciences and a recipient of the Samuel S. Wilks Memorial Medal of the American Statistical Association, the Shewhart Medal of the American Society for Quality, and the Guy Medal in Gold of the Royal Statistical Society. Dr. Box was also author of seven Wiley books. The late Gwilym M. Jenkins, PhD, was professor of systems engineering at Lancaster University in the United Kingdom, where he was also founder and managing director of the International Systems Corporation of Lancaster. A Fellow of the Institute of Mathematical Statistics and the Institute of Statisticians, Dr. Jenkins had a prestigious career in both academia and consulting work that included positions at Imperial College London, Stanford University, Princeton University, and the University of Wisconsin-Madison. He was widely known for his work on time series analysis, most notably his groundbreaking work with Dr. Box on the Box-Jenkins models. The late Gregory C. Reinsel, PhD, was professor and former chair of the department of Statistics at the University of Wisconsin-Madison. Dr. Reinsel's expertise was focused on time series analysis and its applications in areas as diverse as economics, ecology, engineering, and meteorology. He authored over seventy refereed articles and three books, and was a Fellow of both the American Statistical Association and the Institute of Mathematical Statistics. Greta M. Ljung, PhD, is a statistical consultant residing in Lexington, MA. She received her doctorate from the University of Wisconsin-Madison where she did her research in time series analysis under the direction of Professor George Box. Dr. Ljung's career includes teaching positions at Boston University and Massachusetts Institute of Technology, and a position as Principal Scientist at AIR Worldwide in Boston. Her many accomplishments include joint work with George Box on a time series goodness of fit test, which is widely applied in econometrics and other fields.
Erscheint lt. Verlag | 2.6.2015 |
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Reihe/Serie | Wiley Series in Probability and Statistics | Wiley Series in Probability and Statistics |
Sprache | englisch |
Themenwelt | Mathematik / Informatik ► Mathematik ► Statistik |
Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik | |
Technik | |
Schlagworte | Ãkonometrie • Econometrics • Economics • Industrial Engineering • Industrial Engineering / Quality Control • Industrielle Verfahrenstechnik • Ökonometrie • Qualitätssicherung • Qualitätssicherung i. d. Industriellen Verfahrenstechnik • Qualitätssicherung • Qualitätssicherung i. d. Industriellen Verfahrenstechnik • Statistics • Statistik • Time Series • Volkswirtschaftslehre • Zeitreihen • Zeitreihenanalyse |
ISBN-10 | 1-118-67491-X / 111867491X |
ISBN-13 | 978-1-118-67491-8 / 9781118674918 |
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