TY  - GEN
AU  - Brockwell,Peter J
AU  - Davis,Richard A
TI  - Introduction to time series and forecasting
SN  - 9783319298528
U1  - 519.55 
PY  - 2016///
CY  - New York
PB  - Springer
KW  - Time-series analysis
KW  -  Distribution (Probability theory)
KW  - Mathematical statistics
N1  - 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
N2  - 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
ER  -