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Introduction to time series and fore...

Brockwell, Peter J.

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Introduction to time series and forecasting

Record Type:	Electronic resources : Monograph/item
Title/Author:	Introduction to time series and forecasting/ by Peter J. Brockwell, Richard A. Davis.
Author:	Brockwell, Peter J.
other author:	Davis, Richard A.
Published:	Cham :Springer International Publishing : : 2016.,
Description:	xiv, 425 p. :ill., digital ;24 cm.
[NT 15003449]:	Introduction -- Stationary Processes -- ARMA Models -- Spectral Analysis -- Modeling and Forecasting with ARMA Processes -- Nonstationary and Seasonal Time Series Models -- Time Series Models for Financial Data -- Multivariate Time Series -- State-Space Models -- Forecasting Techniques -- Further Topics -- Appendix A: Random Variables and Probability Distributions -- Appendix B: Statistical Complements -- Appendix C: Mean Square Convergence -- Appendix D: Levy Processes, Brownian Motion and Itô Calculus -- Appendix E: An ITSM Tutorial -- References -- Index.
Contained By:	Springer eBooks
Subject:	Time-series analysis. -
Online resource:	http://dx.doi.org/10.1007/978-3-319-29854-2
ISBN:	9783319298542

Introduction to time series and forecasting
Brockwell, Peter J.

Introduction to time series and forecasting[electronic resource] /by Peter J. Brockwell, Richard A. Davis. - 3rd ed. - Cham :Springer International Publishing :2016. - xiv, 425 p. :ill., digital ;24 cm. - Springer texts in statistics,1431-875X. - Springer texts in statistics..

Introduction -- Stationary Processes -- ARMA Models -- Spectral Analysis -- Modeling and Forecasting with ARMA Processes -- Nonstationary and Seasonal Time Series Models -- Time Series Models for Financial Data -- Multivariate Time Series -- State-Space Models -- Forecasting Techniques -- Further Topics -- Appendix A: Random Variables and Probability Distributions -- Appendix B: Statistical Complements -- Appendix C: Mean Square Convergence -- Appendix D: Levy Processes, Brownian Motion and Itô Calculus -- Appendix E: An ITSM Tutorial -- References -- Index.

ISBN: 9783319298542

Standard No.: 10.1007/978-3-319-29854-2doiSubjects--Topical Terms:

532530
Time-series analysis.

LC Class. No.: QA280

Dewey Class. No.: 519.55

Introduction to time series and forecasting
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245 1 0 $a Introduction to time series and forecasting $h [electronic resource] / $c by Peter J. Brockwell, Richard A. Davis.
250 $a 3rd ed.
260 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2016.
300 $a xiv, 425 p. : $b ill., digital ; $c 24 cm.
490 1 $a Springer texts in statistics, $x 1431-875X
505 0 $a Introduction -- Stationary Processes -- ARMA Models -- Spectral Analysis -- Modeling and Forecasting with ARMA Processes -- Nonstationary and Seasonal Time Series Models -- Time Series Models for Financial Data -- Multivariate Time Series -- State-Space Models -- Forecasting Techniques -- Further Topics -- Appendix A: Random Variables and Probability Distributions -- Appendix B: Statistical Complements -- Appendix C: Mean Square Convergence -- Appendix D: Levy Processes, Brownian Motion and Itô Calculus -- Appendix E: An ITSM Tutorial -- References -- Index.
650 0 $a Time-series analysis. $3 532530
650 0 $a Distribution (Probability theory) $3 533179
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650 2 4 $a Statistics for Business/Economics/Mathematical Finance/Insurance. $3 891081
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650 2 4 $a Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences. $3 1005896
700 1 $a Davis, Richard A. $3 531809
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