University of Kabianga
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Introduction to time series and forecasting / Peter J. Brockwell, Richard A. Davis.

By: Contributor(s): Material type: TextTextSeries: Springer texts in statisticsPublication details: New York : Springer, c2002.Edition: 2nd edDescription: xiv, 434 p. : ill. ; 24 cm.+ 1 computer optical disc (4 3/4 in.)ISBN:
  • 9788181284044
Subject(s): DDC classification:
  • 519.5/5 21
LOC classification:
  • QA280 .B757 2002
Contents:
1. Introduction -- 2. Stationary Processes -- 3. ARMA Models -- 4. Spectral Analysis -- 5. Modeling and Forecasting with ARMA Processes -- 6. Nonstationary and Seasonal Time Series Models -- 7. Multivariate Time Series -- 8. State-Space Models -- 9. Forecasting Techniques -- 10. Further Topics -- A. Random Variables and Probability Distributions -- B. Statistical Complements -- C. Mean Square Convergence -- D. An ITSM Tutorial.
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Item type Current library Call number Status Barcode
General Collection Main Campus Library QA 280 .B757 2002 (Browse shelf(Opens below)) Available 20095444

Includes bibliographical references (p. [423]-428) and index.

1. Introduction -- 2. Stationary Processes -- 3. ARMA Models -- 4. Spectral Analysis -- 5. Modeling and Forecasting with ARMA Processes -- 6. Nonstationary and Seasonal Time Series Models -- 7. Multivariate Time Series -- 8. State-Space Models -- 9. Forecasting Techniques -- 10. Further Topics -- A. Random Variables and Probability Distributions -- B. Statistical Complements -- C. Mean Square Convergence -- D. An ITSM Tutorial.

System requirements: IBM PC or equivalent; 5 MB of hard disk space; Windows 95, NT 4.0, or later versions.

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