Introduction to Time Series Modeling

ISBN: 9781584889212 出版年：2010 页码：315 Kitagawa, Genshiro CRC Press

In time series modeling, the behavior of a certain phenomenon is expressed in relation to the past values of itself and other covariates. Since many important phenomena in statistical analysis are actually time series and the identification of conditional distribution of the phenomenon is an essential part of the statistical modeling, it is very im