Introduction to time series and forecasting / by Peter J. Brockwell, Richard A. Davis.
By: Brockwell, Peter J.
Contributor(s): Davis, Richard A.
Material type: TextPublisher: New York : Springer, c2002.Edition: 2nd ed.Description: xiv, 434 p. ill. 24 cm.+ 1 computer optical disc (4 3/4 in.).ISBN: 0387953515 ; 8181284046.Subject(s): MATHEMATICS | STATISTICS | TIME-SERIES ANALYSISDDC classification: 519.232 BRI Online resources: Click here to access online | Click here to access online
Contents:
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
Item type | Current library | Call number | Status | Notes | Date due | Barcode |
---|---|---|---|---|---|---|
Books | HCC Seminar Library General Stacks | 519.232 BRI (Browse shelf(Opens below)) | Available | First Indian reprint on 2006 | 2175-7 |
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
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