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Introduction to time series and forecasting

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Author(s): Peter J.; Richard A. Davis Brockwell
Series: unopened diskette
Edition: 1St Edition
Publisher: New York Springer 1996.
Year: 1996

Language: English
Pages: 449

Preface......Page 7
Contents......Page 9
1 Introduction......Page 15
2 Stationary Processes......Page 59
3 ARMA Models......Page 97
4 Spectral Analysis......Page 125
5 Modeling and Forecastingwith ARMA Processes......Page 151
6 Nonstationary and SeasonalTime Series Models......Page 193
7 Multivariate Time Series......Page 237
8 State-Space Models......Page 273
9 Forecasting Techniques......Page 331
10Further Topics......Page 345
A Random Variables andProbability Distributions......Page 383
B Statistical Complements......Page 397
C Mean Square Convergence......Page 407
D An ITSM Tutorial......Page 409
References......Page 437
Index......Page 443
ALSO AVAILABLE FROM SPRINGER!......Page 449