000 01041nam a2200205Ia 4500
999 _c332
_d332
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020 _a9788184890860
041 _aeng
082 _a519.55
_bBRO-T
100 _aBrockwell, P.J.
_936852
245 _aTime series:
_btheory and methods /
_cby P.J. Brockwell
250 _a2nd ed.
260 _bSpringer (India),
_c2009.
_aNew Delhi:
300 _axvi, 577p.
490 _aSpringer series in statistics
505 _a1.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.
650 _aGEN
_930524
942 _cBK