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