Time Series: Theory and Methods
Author:   Peter J. Brockwell ,  Richard A. Davis
Publisher:   Springer-Verlag New York Inc.
Edition:   2nd ed. 1991. 2nd printing 2009. Softcover reprint of the original 2nd ed. 1991
ISBN:  

9781441903198


Pages:   580
Publication Date:   28 April 2009
Format:   Paperback
Availability:   In Print   Availability explained
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Time Series: Theory and Methods


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Author:   Peter J. Brockwell ,  Richard A. Davis
Publisher:   Springer-Verlag New York Inc.
Imprint:   Springer-Verlag New York Inc.
Edition:   2nd ed. 1991. 2nd printing 2009. Softcover reprint of the original 2nd ed. 1991
Dimensions:   Width: 15.50cm , Height: 3.00cm , Length: 23.50cm
Weight:   1.830kg
ISBN:  

9781441903198


ISBN 10:   1441903194
Pages:   580
Publication Date:   28 April 2009
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

Table of Contents

1 Stationary Time Series.- 2 Hilbert Spaces.- 3 Stationary ARMA Processes.- 4 The Spectral Representation of a Stationary Process.- 5 Prediction of Stationary Processes.- 6* Asymptotic Theory.- 7 Estimation of the Mean and the Autocovariance Function.- 8 Estimation for ARMA Models.- 9 Model Building and Forecasting with ARIMA Processes.- 10 Inference for the Spectrum of a Stationary Process.- 11 Multivariate Time Series.- 12 State-Space Models and the Kalman Recursions.- 13 Further Topics.- Appendix: Data Sets.

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