Time Series: Theory and Methods / by Peter J. Brockwell, Richard A. Davis.
Saved in:
Online Access: |
Full Text (via ProQuest) |
---|---|
Main Author: | |
Other Authors: | |
Format: | eBook |
Language: | English |
Published: |
New York, NY :
Springer New York,
1991.
|
Series: | Springer series in statistics.
|
Subjects: |
Table of Contents:
- 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.