Introduction to time series and forecasting
Brockwell, Peter J
creator
Author
Davis, Richard A
Author
New York
Springer
2016
3 rd
eng
xiv,425 pages; Illustrations: 11*8 cms.
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.
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.
by Peter J. Brockwell, Ricard A. Davis
Time-series analysis
Distribution (Probability theory)
Mathematical statistics
519.55
9783319298528
190408
20190409102506.0