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Time Series Analysis: Forecasting and Control, 4th Edition
George E. P. Box,
Formerly of University of Wisconsin
Gwilym M. Jenkins,
Gregory C. Reinsel
ISBN: 978-0-470-27284-8
©2008
784 pages
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New to This Edition
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- While preserving the general overall structure of the original book, several revisions, modifications, and omissions of text have been made to strengthen the understanding.
- The control section of the book has been reworked to reflect the increasing roles of process monitoring and process adjustment.
- New edition now includes coverage of multivariate statistics, with a new chapter devoted to multivariate time series analysis
- Incorporates several new topics in an effort to modernize the subject matter. These topics include extensive discussions of multivariate time series, smoothing, likelihood function based on the state space model, autoregressive models, structural component models and deterministic seasonal components, and nonlinear and long memory models.
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