Introduction to time series and forecasting /
Brockwell, Peter J.
Introduction to time series and forecasting / [electronic resource] Peter J. Brockwell, Richard A. Davis - Third edition - 1 online resource (xiv, 425 pages) - Springer texts in statistics, 1431-875X . - Springer texts in statistics. .
Includes bibliographical references and index
Introduction -- Stationary Processes -- ARMA Models -- Spectral Analysis -- Modeling and Forecasting with ARMA Processes -- Nonstationary and Seasonal Time Series Models -- Time Series Models for Financial Data -- Multivariate Time Series -- State-Space Models -- State-Space Models -- Further Topics
9783319298542 (E-book)
TIME-SERIES ANALYSIS
DISTRIBUTION (PROBABILITY THEORY)
MATHEMATICAL STATISTICS
QA 280 / B76I 2016
Introduction to time series and forecasting / [electronic resource] Peter J. Brockwell, Richard A. Davis - Third edition - 1 online resource (xiv, 425 pages) - Springer texts in statistics, 1431-875X . - Springer texts in statistics. .
Includes bibliographical references and index
Introduction -- Stationary Processes -- ARMA Models -- Spectral Analysis -- Modeling and Forecasting with ARMA Processes -- Nonstationary and Seasonal Time Series Models -- Time Series Models for Financial Data -- Multivariate Time Series -- State-Space Models -- State-Space Models -- Further Topics
9783319298542 (E-book)
TIME-SERIES ANALYSIS
DISTRIBUTION (PROBABILITY THEORY)
MATHEMATICAL STATISTICS
QA 280 / B76I 2016