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Introduction to Time Series and Forecasting
This book is aimed at the reader who wishes to gain a working knowledge of time series and forecasting methods as applied to economics, engineering and the natural and social sciences. It assumes knowledge only of basic calculus, matrix algebra and elementary statistics. This third edition contains...
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cham :
Springer International Publishing : Imprint: Springer,
2016.
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| Edición: | 3rd ed. 2016. |
| Colección: | Springer Texts in Statistics,
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| Temas: | |
| Acceso en línea: | Texto Completo |
Tabla de Contenidos:
- Introduction
- Stationary Processes
- ARMA Models
- Spectral Analysis
- Modeling and Forecasting with ARMA Processes
- Nonstationary and Seasonal Time Series Models
- Time Series Models for Financial Data
- Multivariate Time Series
- State-Space Models
- Forecasting Techniques
- Further Topics
- Appendix A: Random Variables and Probability Distributions
- Appendix B: Statistical Complements
- Appendix C: Mean Square Convergence
- Appendix D: Lévy Processes, Brownian Motion and Itô Calculus
- Appendix E: An ITSM Tutorial
- References
- Index.