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