Time Series: Theory and Methods / by Peter J. Brockwell, Richard A. Davis.

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Bibliographic Details
Online Access: Full Text (via ProQuest)
Main Author: Brockwell, Peter J.
Other Authors: Davis, Richard A.
Format: eBook
Language:English
Published: New York, NY : Springer New York, 1991.
Series:Springer series in statistics.
Subjects:

MARC

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245 1 0 |a Time Series: Theory and Methods /  |c by Peter J. Brockwell, Richard A. Davis. 
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505 0 |a Stationary Time Series -- Hilbert Spaces -- Stationary ARMA Processes -- The Spectral Representation of a Stationary Process -- Prediction of Stationary Processes -- Asymptotic Theory -- Estimation of the Mean and the Autocovariance Function -- Estimation for ARMA Models -- Model Building and Forecasting with ARIMA Processes -- Inference for the Spectrum of a Stationary Process -- Multivariate Time Series -- State-Space Models and the Kalman Recursions -- Further Topics -- Appendix: Data Sets -- Bibliography -- Index. 
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