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Time Series Analysis : Univariate and Multivariate Methods (2nd Edition)

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This is the best book for Time Series. It's well written and full of examples and exercises. Chapter 2 and 3 are the difficult parts. You can read them a few times at first. Then after you finish chapter 4-6, come back to read 2 and 3 again and you will grasp a great deal out of it.

Author(s): William W.S. Wei
Edition: 2
Publisher: Addison Wesley
Year: 2005

Language: English
Pages: 634
Tags: Математика;Теория вероятностей и математическая статистика;Теория случайных процессов;