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.