Time-series
M. G. Kendall.
New York : Hafner Press, 1973.
ix, 197 págs. : ilustraciones ; 24 cm.
Bibliografía: p. [167]-170.
Reseña: MathSciNet, 52 #12268
Contenido
- 1. General ideas
- 2. Tests of randomness
- 3. Trend
- 4. The choice of a moving average
- 5. Seasonality
- 6. Stationary series
- 7. Problems in sampling serial correlation and correlogram
- 8. Spectrum analysis
- 9. Forecasting by autoprojective methods
- 10. Multivariate series
- 11. Forecasting from lagged relationships
- 12. Notes on some problems of estimation and significance.