Introduction to time series and forecasting

Bibliographic Details
Main Author: Brockwell, Peter J.
Other Authors: Davis, Richard A.
Format: Book
Published: New York Springer c2002.
Edition:2nd ed.
Subjects:
Online Access:http://www.loc.gov/catdir/enhancements/fy0815/2001049262-d.html
http://www.loc.gov/catdir/enhancements/fy0815/2001049262-t.html
Table of Contents:
  • 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 Random variables and probability distributions Statistical complements Mean square convergence An ITSM tutorial