Introduction to time series and forecasting / by Peter J. Brockwell, Ricard A. Davis

By:

Brockwell, Peter J [Author]

Contributor(s):

Davis, Richard A [Author]

Publication details: New York, Springer 2016Edition: 3 rdDescription: xiv,425 pages; Illustrations: 11*8 cmsISBN:

9783319298528

Subject(s):

DDC classification:

519.55

Contents:

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.

Abstract: 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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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

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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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