Time series:
Brockwell, P.J.
Time series: theory and methods / by P.J. Brockwell - 2nd ed. - New Delhi: Springer (India), 2009. - xvi, 577p. - Springer series in statistics .
1.Stationary time series--
2.Hilbert space--
3.Stationary ARMA processis--
4.The Spectral representation of a stationary process--
5.Prediction of stationary process--
6.Asymptotic theory --
7.Estimation of the mean and the autocovariance function --
8.Estimation fo ARMA models--
9.Model building and forecasting with ARIMA processes--
10.Inference for the spectrum of a stationary process--
11.Multivariate time series--
12.State-space models and the Kalman recursions--
13.Further topics.
9788184890860
GEN
519.55 / BRO-T
Time series: theory and methods / by P.J. Brockwell - 2nd ed. - New Delhi: Springer (India), 2009. - xvi, 577p. - Springer series in statistics .
1.Stationary time series--
2.Hilbert space--
3.Stationary ARMA processis--
4.The Spectral representation of a stationary process--
5.Prediction of stationary process--
6.Asymptotic theory --
7.Estimation of the mean and the autocovariance function --
8.Estimation fo ARMA models--
9.Model building and forecasting with ARIMA processes--
10.Inference for the spectrum of a stationary process--
11.Multivariate time series--
12.State-space models and the Kalman recursions--
13.Further topics.
9788184890860
GEN
519.55 / BRO-T