Introduction to time series and forecasting / by Peter J. Brockwell, Ricard A. Davis
Publication details: New York, Springer 2016Edition: 3 rdDescription: xiv,425 pages; Illustrations: 11*8 cmsISBN:- 9783319298528
- 519.55
Item type | Current library | Call number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|
Book | Indian Institute of Management Visakhapatnam General Stacks | 519.55 BRO (Browse shelf(Opens below)) | Available | 001130 |
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: Lévy Processes, Brownian Motion and Itô Calculus --
Appendix E: An ITSM Tutorial --
References --
Index.
This book is aimed at the reader who wishes to gain a working knowledge of time series and forecasting methods as applied to economics, engineering, and the natural and social sciences.
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