Brockwell, Peter J.
Introduction to Time Series and Forecasting/ Peter J. Brockwell, Richard A. Davis - 3rd ed - Switzerland: Springer, c2016 - xiv, 425 p.: 25 cm.

Includes Index

1. Introduction --- 2. Stationary Processes --- 3. ARMA Models --- 4. Spectral Analysis --- 5. Modeling and Forecasting with ARMA Processes --- 6. Nonstationary and Seasonal Time Series Models --- 7. Time Series for Financial Data

9783319298528


Mathematics
Statistics

519.55/ B8645i/ 2016