Introduction to time series and forecasting
Main Author: | |
---|---|
Other Authors: | |
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