000			01534 a2200253 4500
999			_c1591 _d1591
003			OSt
005			20190409102506.0
008			190408b ||||| |||| 00| 0 eng d
020	0	0	_a9783319298528
040			_cIIMV
082	0		_a519.55
100	1		_aBrockwell, Peter J _eAuthor _91043
245	0		_aIntroduction to time series and forecasting / _cby Peter J. Brockwell, Ricard A. Davis
250			_a3 rd
260			_aNew York, _bSpringer _c2016
300			_axiv,425 pages; _bIllustrations: _c11*8 cms.
505			_aIntroduction -- 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.
520	3		_aThis 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.
650		0	_aTime-series analysis. _91044
650		0	_a Distribution (Probability theory) _91045
650		0	_aMathematical statistics. _91046
700	1		_aDavis, Richard A _eAuthor _91047
942			_2ddc _cBK _eThird edition