Brockwell, Peter J.
Time series : theory and methods / Peter J. Brockwell, Richard A. Davis.
— 2nd ed. — New York : Springer-Verlag, c1991. xvi, 577 p. : il. ; 25 cm. — (Springer series in statistics)
Incluye referencias bibliográficas (p. [561]-566) e índice.
Contenido: 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.
ISBN 0387974296. — ISBN 3540974296 (Berlin)
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