Introduction to Time Series Analysis and Forecasting/ Peter J. Brockwell, Richard A. Davis
Publication details: Switzerland: Springer, 2016Edition: 3rd edDescription: xiv, 425 p. : ill. ; 30 cmISBN: 9783319298528Subject(s): Statistics | Time Series Analysis | Distribution (Probability Theory)DDC classification: Brockwell, Peter J.
Contents:
1 Introduction --
2 Stationary Processes --
3 ARMA Models --
4 Spectral Analysis --
5 Modeling and Forecasting with ARMA Processes --
6 Nonstationary and Seasonal Time Series Models --
7 Time Series Models for Financial Data --
8 Multivariate Time Series --
9 State-Space Models --
10 Forecasting Techniques --
11 Further Topics --
Item type | Current library | Call number | Status | Date due | Barcode | Item holds |
---|---|---|---|---|---|---|
General Books | Central Library, Sikkim University | 519.55 BRO/I (Browse shelf(Opens below)) | Available | 49451 |
Total holds: 0
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519.542 BER/B Bayesian Statistics 9 / | 519.542 BOL/I Introduction to Bayesian statistics/ | 519.542 LIN/B Bayesian Inference/ | 519.55 BRO/I Introduction to Time Series Analysis and Forecasting/ | 519.55 CHA/T The analysis of time series: an introduction/ | 519.55 HAM/T Time series analysis/ | 519.55 MON/I Introduction to time series analysis and forecasting/ |
1 Introduction --
2 Stationary Processes --
3 ARMA Models --
4 Spectral Analysis --
5 Modeling and Forecasting with ARMA Processes --
6 Nonstationary and Seasonal Time Series Models --
7 Time Series Models for Financial Data --
8 Multivariate Time Series --
9 State-Space Models --
10 Forecasting Techniques --
11 Further Topics --
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