Amazon cover image
Image from Amazon.com

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

By: Contributor(s): 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.
Tags from this library: No tags from this library for this title. Log in to add tags.
Star ratings
    Average rating: 0.0 (0 votes)
Holdings
Item type Current library Call number Status Date due Barcode
Book 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.

There are no comments on this title.

to post a comment.

Copyright © 2021 Indian Institute of Management Visakhapatnam
Koha v20.05