01534 a2200253 4500
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IIMV
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2019-04-08
11
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519.55 BRO
001130
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2019-04-08
BK
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20190409102506.0
190408b ||||| |||| 00| 0 eng d
9783319298528
IIMV
519.55
Brockwell, Peter J
Author
1043
Introduction to time series and forecasting /
by Peter J. Brockwell, Ricard A. Davis
3 rd
New York,
Springer
2016
xiv,425 pages;
Illustrations:
11*8 cms.
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.
Time-series analysis.
1044
Distribution (Probability theory)
1045
Mathematical statistics.
1046
Davis, Richard A
Author
1047
ddc
BK
Third edition