T*****w
发帖数: 802 | | a********s
发帖数: 188 | 2 用在金融的就不是很清楚了。 不过可以去看看
Time Series Analysis and Its Applications: With R Examples (Springer Texts
in Statistics)
Robert H. Shumway (Author), David S. Stoffer (Author)
一本还蛮应用的书。 | T***y
发帖数: 43 | 3 当然是 Ruey Tsay 的 Analysis of Financial Time Series | T*****w
发帖数: 802 | | l*********s
发帖数: 5409 | | a*********r
发帖数: 139 | 6 Introduction to Time Series and Forecasting by Peter J. Brockwell and
Richard A. Davis.
Very readable, plenty of examples, excellent exercises at the end of each
chapter (all are very doable) and teaches you how to use the time series
package ITSM2000.
Nonlinear Time Series: Nonparametric and Parametric Methods by Jianqing Fan
and Qiwei Yao should NOT be the first reading for you. |
|
