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Springer-Verlag New York Inc. Time Series by Peter J. Brockwell Richard A. Davis
This edition contains a large number of additions and corrections scattered throughout the text including the incorporation of a new chapter on statespace 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 SpringerVerlag. * 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 prizewinning faultfinders 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 SpringerVerlag 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: 0387974822; 1991.show more