Introduction to time series and forecasting
Brockwell, Peter J.
Introduction to time series and forecasting by Peter J. Brockwell, Richard A. Davis. - 2nd ed. - New York Springer c2002. - xiv, 434 p. ill. 24 cm.+ 1 computer optical disc (4 3/4 in.)
Includes references and index
Stationary processes ARMA models Spectral analysis Modeling and forecasting with ARMA processes Nonstationary and seasonal time series models Multivariate time series State-space models Forecasting techniques Further topics Random Random variables and probability distributions Statistical complements Mean square convergence An ITSM tutorial
0387953515 8181284046
MATHEMATICS
STATISTICS
TIME-SERIES ANALYSIS.
519.232 BRI
Introduction to time series and forecasting by Peter J. Brockwell, Richard A. Davis. - 2nd ed. - New York Springer c2002. - xiv, 434 p. ill. 24 cm.+ 1 computer optical disc (4 3/4 in.)
Includes references and index
Stationary processes ARMA models Spectral analysis Modeling and forecasting with ARMA processes Nonstationary and seasonal time series models Multivariate time series State-space models Forecasting techniques Further topics Random Random variables and probability distributions Statistical complements Mean square convergence An ITSM tutorial
0387953515 8181284046
MATHEMATICS
STATISTICS
TIME-SERIES ANALYSIS.
519.232 BRI