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Time Series: Theory and Methods /
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
New York, NY :
Springer New York,
1991.
|
| Colección: | Springer series in statistics.
|
| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Stationary Time Series
- Hilbert Spaces
- Stationary ARMA Processes
- The Spectral Representation of a Stationary Process
- Prediction of Stationary Processes
- Asymptotic Theory
- Estimation of the Mean and the Autocovariance Function
- Estimation for ARMA Models
- Model Building and Forecasting with ARIMA Processes
- Inference for the Spectrum of a Stationary Process
- Multivariate Time Series
- State-Space Models and the Kalman Recursions
- Further Topics
- Appendix: Data Sets
- Bibliography
- Index.