Introduction to Time Series and Forecasting

Author Statement

by Peter J. Brockwell, Richard A. Davis.

Edition

3rd ed. 2016.

Collation

1 online resource (XIV, 425 pages 118 illustrations, 4 illustrations in color.)

Series

Springer Texts in Statistics

Notes

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: L�evy Processes, Brownian Motion and It�o Calculus -- Appendix E: An ITSM Tutorial -- References -- Index

Subject

Statistics . , Econometrics. , Statistical Theory and Methods. , Statistics for Business, Management, Economics, Finance, Insurance. , Econometrics. , Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences.

ADDED ENTRIES

Davis, Richard A

Link To Document :

https://digitallib.qut.ac.ir/dL/search/default.aspx?Term=828&Field=0&DTC=5