Richard A. Davis, Peter J. Brockwell

Time Series: Theory and Methods

• Gebundenes Buch

Produktdetails

• Springer Series in Statistics
• Verlag: Springer New York / Springer US
• 2nd ed
• Seitenzahl: 600
• Erscheinungstermin: 22. Februar 1991
• Englisch
• Abmessung: 241mm x 160mm x 38mm
• Gewicht: 1057g
• ISBN-13: 9783540964063
• ISBN-10: 3540964061
• Artikelnr.: 20996201

Inhaltsangabe

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.- Appendix: Data Sets.