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Introduction to time series and fore...

Brockwell, Peter J.

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Introduction to time series and forecasting

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Introduction to time series and forecasting/ by Peter J. Brockwell, Richard A. Davis.
作者:	Brockwell, Peter J.
其他作者:	Davis, Richard A.
出版者:	Cham :Springer International Publishing : : 2016.,
面頁冊數:	xiv, 425 p. :ill., digital ;24 cm.
內容註:	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: Levy Processes, Brownian Motion and Itô Calculus -- Appendix E: An ITSM Tutorial -- References -- Index.
Contained By:	Springer eBooks
標題:	Time-series analysis. -
電子資源:	http://dx.doi.org/10.1007/978-3-319-29854-2
ISBN:	9783319298542

Introduction to time series and forecasting
Brockwell, Peter J.

Introduction to time series and forecasting[electronic resource] /by Peter J. Brockwell, Richard A. Davis. - 3rd ed. - Cham :Springer International Publishing :2016. - xiv, 425 p. :ill., digital ;24 cm. - Springer texts in statistics,1431-875X. - Springer texts in statistics..

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: Levy Processes, Brownian Motion and Itô Calculus -- Appendix E: An ITSM Tutorial -- References -- Index.

ISBN: 9783319298542

Standard No.: 10.1007/978-3-319-29854-2doiSubjects--Topical Terms:

532530
Time-series analysis.

LC Class. No.: QA280

Dewey Class. No.: 519.55

Introduction to time series and forecasting
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