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20200925055400.0 |
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|a 3-540-97429-6
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|z 1-4419-0319-8
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|a 978-1-4419-0319-8
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|a (OCoLC)299444112
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|a 9781441903198
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|a 20010104h19911991k y0frey0103 ba
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|a eng
|e eng
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|a US
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|a a a 001yy
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|b xxxe##
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|6 z01
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|a Time series
|e theory and methods
|f Peter J. Brockwell, Richard A. Davis
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|a 2nd edition
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|a New York (N.Y.)
|c Springer
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|d C 1991
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|a 1 vol. (XVI-577 p.)
|c ill.
|d 25 cm
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|a Springer series in statistics
|f advisors, P. Bickel, P. Diggle, S. Fienberg,... [et al.]
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305 |
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|a Réimpressions : 2006, 2010, 2012
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320 |
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|a Notes bibliogr. Bibliogr. p. [561]-566. Index
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359 |
2 |
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|b Chapter 1. Stationary time series
|b Chapter 2. Hilbert spaces
|b Chapter 3. Stationary ARMA processes
|b Chapter 4. The spectral representation of a stationary process
|b Chapter 5. Prediction of stationary processes
|b Chapter 6. Asymptotic theory
|b Chapter 7. Estimation of the mean and the autocovariance function
|b Chapter 8. Estimation for ARMA models
|b Chapter 9. Model building and forecasting with ARIMA processes
|b Chapter 10. Inference for the spectrum of a stationary process
|b Chapter 11. Multivariate times series
|b Chapter 12. State-space models and the Kalman recurisons
|b Chapter 13. Further topics
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|0 013334581
|t Springer series in statistics
|x 0172-7397
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452 |
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|0 177053011
|t Time series
|b Ressource électronique
|o theory and methods
|f Peter J. Brockwell, Richard A. Davis
|c New York (N.Y.)
|n Springer
|d [1991?]
|y 978-1-4419-0320-4
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