Introduction to Time Series Analysis and Forecasting/
Peter J. Brockwell, Richard A. Davis
- 3rd ed.
- Switzerland: Springer, 2016.
- xiv, 425 p. : ill. ; 30 cm.
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 --
9783319298528
Statistics Time Series Analysis Distribution (Probability Theory)