Time series: theory and methods / by P.J. Brockwell

By:

Brockwell, P.J

Material type: Text

TextLanguage: English Series: Springer series in statisticsPublication details: Springer (India), 2009. New Delhi:Edition: 2nd edDescription: xvi, 577pISBN:

9788184890860

Subject(s):

DDC classification:

519.55 BRO-T

Contents:

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.

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Item type	Current library	Collection	Call number	Status	Date due	Barcode	Item holds
Books	Library, SPAB G-1	Non Fiction	519.55 BRO-T (Browse shelf(Opens below))	Available		000578

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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.

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