Time series : theory and methods
Enregistré dans:
Auteurs principaux : | , |
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Format : | Livre |
Langue : | anglais |
Titre complet : | Time series : theory and methods / Peter J. Brockwell, Richard A. Davis |
Édition : | 2nd edition |
Publié : |
New York (N.Y.) :
Springer
, C 1991 |
Description matérielle : | 1 vol. (XVI-577 p.) |
Collection : | Springer series in statistics |
Sujets : | |
Documents associés : | Autre format:
Time series |
- Chapter 1. Stationary time series
- Chapter 2. Hilbert spaces
- Chapter 3. Stationary ARMA processes
- Chapter 4. The spectral representation of a stationary process
- Chapter 5. Prediction of stationary processes
- Chapter 6. Asymptotic theory
- Chapter 7. Estimation of the mean and the autocovariance function
- Chapter 8. Estimation for ARMA models
- Chapter 9. Model building and forecasting with ARIMA processes
- Chapter 10. Inference for the spectrum of a stationary process
- Chapter 11. Multivariate times series
- Chapter 12. State-space models and the Kalman recurisons
- Chapter 13. Further topics