Time series : theory and methods

Time series : theory and methods

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Détails bibliographiques
Auteurs principaux : Brockwell Peter J. (Auteur), Davis Richard A. (Auteur)
Format : Livre
Langue : anglais
Titre complet : Time series : theory and methods / Peter J. Brockwell, Richard A. Davis
Édition : 2nd edition
Publié : New York (N.Y.) : Springer , C 1991
Description matérielle : 1 vol. (XVI-577 p.)
Collection : Springer series in statistics
Sujets :
Séries chronologiques
Documents associés : Autre format: Time series
  • Chapter 1. Stationary time series
  • Chapter 2. Hilbert spaces
  • Chapter 3. Stationary ARMA processes
  • Chapter 4. The spectral representation of a stationary process
  • Chapter 5. Prediction of stationary processes
  • Chapter 6. Asymptotic theory
  • Chapter 7. Estimation of the mean and the autocovariance function
  • Chapter 8. Estimation for ARMA models
  • Chapter 9. Model building and forecasting with ARIMA processes
  • Chapter 10. Inference for the spectrum of a stationary process
  • Chapter 11. Multivariate times series
  • Chapter 12. State-space models and the Kalman recurisons
  • Chapter 13. Further topics