Timeline for Time series analysis: alternative to Brockwell & Davis [duplicate]
Current License: CC BY-SA 4.0
19 events
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| Dec 29, 2022 at 21:13 | history | edited | utobi | CC BY-SA 4.0 |
deleted 23 characters in body
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| May 12, 2018 at 23:54 | review | Reopen votes | |||
| May 13, 2018 at 20:07 | |||||
| May 12, 2018 at 23:42 | comment | added | Michael R. Chernick | I voted to reopen because even though the claimed duplicate has numerous comments and answers about a wide variety of time series books to use for self study. The OP for this question was more specific asking for a book different from Brockwell and Davis but yet on the same level with more detail about the proofs. In my answer I recommended Shumway and Stoffer and Fuller as two books that might fill the OP's requirements. | |
| May 12, 2018 at 21:59 | vote | accept | Artem Moskalev | ||
| May 11, 2018 at 17:25 | history | closed |
Richard Hardy Taylor mdewey kjetil b halvorsen♦ AdamO |
Duplicate of Books for self-studying time series analysis? | |
| May 11, 2018 at 15:23 | comment | added | Michael R. Chernick | This is not a duplicate of the post that Richard Hardy suggested because it specifically asks about a book on the level of Brockwell and Davis that does not have so many gaps in proofs. Some of the referenced books in that post may be useful to the OP and include some that I referenced in my answer. | |
| May 11, 2018 at 14:38 | comment | added | Aksakal |
Computer science analogy would be that when you're learning C, pretty much in the first hour of a class they'll give you printf function and ask you to import stdio, then somehow 'Hello World' shows up on screen. You wouldn't ask a professor to show you what's exactly in stdio and how exactly printf is implemented to see that it's doing it right. At some point later in OS class, they may show you bits and pieces of how device drivers work and how kernel interacts with them etc. When the right time comes :P
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| May 11, 2018 at 14:25 | comment | added | Artem Moskalev | @Aksakal, well, in my book (guy without formal math training, just CS) mean square convergence and omitted steps in almost all proofs that require maturity to fill in are "advanced math" :) Though i think that maybe your advice is correct and I should just skim through hard parts. | |
| May 11, 2018 at 14:21 | comment | added | Artem Moskalev | @RichardHardy, maybe. I do not know the proper procedures. But I would say that this questions just seems specific, because Brockwell & Davis is quite a common book for the 1st course in TSA, and I have a feeling many people would want an alternative to exactly this book (like economist guys want an alternative to Hamilton - thus, the other question). | |
| May 11, 2018 at 14:19 | comment | added | Aksakal | Time series is not advanced math in these books. I wouldn't bother and move on to next chapters. You didn't even get to interesting stuff and are already stuck. Go through the whole book and later you'll see which proofs are important. Hint: almost none | |
| May 11, 2018 at 14:15 | comment | added | Artem Moskalev | @Aksakal, because I hate learning things by heart, and a proof is the simplest way to see why. Of course, unless the author says sth like "it is obvious..." or "The proof is left to the reader...". For me personally good intuition would also suffice, but usually in advanced math, the intuition is hard to develop unless at least some incomplete proof is given. | |
| May 11, 2018 at 14:11 | comment | added | Richard Hardy | @SWIMS., I understand, but there are threads with numerous recommendations already, I think you will find some relevant material there. Besides, I am not sure how relevant this particular question would be to the general audience at Cross Validated; I think the broader threads are of greater interest. Of course, you may disagree. And if this does not get closed, perhaps it should be flagged and turned into Community Wiki? | |
| May 11, 2018 at 14:02 | comment | added | Aksakal | Why do you need proofs? | |
| May 11, 2018 at 13:58 | answer | added | Michael R. Chernick | timeline score: 4 | |
| May 11, 2018 at 13:56 | review | Close votes | |||
| May 11, 2018 at 17:25 | |||||
| May 11, 2018 at 13:46 | comment | added | Artem Moskalev | @Taylor, that would be super helpful. Do you have some web address for those? I need especially chapter 2. | |
| May 11, 2018 at 13:46 | comment | added | Artem Moskalev | @RichardHardy, that thread discusses Hamilton book alternatives, as well as general recommendations, while I am quite specific about the Brockwell and Davis book here. | |
| May 11, 2018 at 13:36 | comment | added | Taylor | I have some slides from a course I taught that might go into more detail in certain places. I can send them to you if it helps | |
| May 11, 2018 at 13:31 | history | asked | Artem Moskalev | CC BY-SA 4.0 |