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:
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.