Introduction to time series and forecasting /
Brockwell, Peter J.
Introduction to time series and forecasting / 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.) - Springer texts in statistics . - Springer texts in statistics. .
Includes bibliographical references (p. [423]-428) and index.
Introduction -- 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 Variables and Probability Distributions -- Statistical Complements -- Mean Square Convergence -- An ITSM Tutorial. 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. A. B. C. D.
System requirements: IBM PC or equivalent; 5 MB of hard disk space; Windows 95, NT 4.0, or later versions.
9788181284044
2001049262
Time-series analysis.
QA280 / .B757 2002
519.5/5
Introduction to time series and forecasting / 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.) - Springer texts in statistics . - Springer texts in statistics. .
Includes bibliographical references (p. [423]-428) and index.
Introduction -- 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 Variables and Probability Distributions -- Statistical Complements -- Mean Square Convergence -- An ITSM Tutorial. 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. A. B. C. D.
System requirements: IBM PC or equivalent; 5 MB of hard disk space; Windows 95, NT 4.0, or later versions.
9788181284044
2001049262
Time-series analysis.
QA280 / .B757 2002
519.5/5