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Introduction to time series and fore...

Brockwell, Peter J.

Introduction to time series and forecasting[electronic resource] /

紀錄類型:	書目-電子資源 : Monograph/item
杜威分類號:	519.55
書名/作者:	Introduction to time series and forecasting/ by Peter J. Brockwell, Richard A. Davis.
作者:	Brockwell, Peter J.
其他作者:	Davis, Richard A.
出版者:	Cham : : Springer International Publishing :, 2016.
面頁冊數:	xiv, 425 p. : : ill., digital ;; 24 cm.
Contained By:	Springer eBooks
標題:	Time-series analysis.
標題:	Distribution (Probability theory)
標題:	Mathematical statistics.
標題:	Statistics.
標題:	Statistical Theory and Methods.
標題:	Statistics for Business/Economics/Mathematical Finance/Insurance.
標題:	Econometrics.
標題:	Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences.
ISBN:	9783319298542
ISBN:	9783319298528
內容註:	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: Levy Processes, Brownian Motion and Itô Calculus -- Appendix E: An ITSM Tutorial -- References -- Index.
電子資源:	http://dx.doi.org/10.1007/978-3-319-29854-2

Introduction to time series and forecasting[electronic resource] /
Brockwell, Peter J.

Introduction to time series and forecasting[electronic resource] /by Peter J. Brockwell, Richard A. Davis. - 3rd ed. - Cham :Springer International Publishing :2016. - xiv, 425 p. :ill., digital ;24 cm. - Springer texts in statistics,1431-875X. - Springer texts in statistics..

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: Levy Processes, Brownian Motion and Itô Calculus -- Appendix E: An ITSM Tutorial -- References -- Index.

ISBN: 9783319298542

Standard No.: 10.1007/978-3-319-29854-2doiSubjects--Topical Terms:

224119
Time-series analysis.

LC Class. No.: QA280

Dewey Class. No.: 519.55

Introduction to time series and forecasting[electronic resource] /
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505 0 $a 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: Levy Processes, Brownian Motion and Itô Calculus -- Appendix E: An ITSM Tutorial -- References -- Index.
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