Time series : theory and methods /
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| Author / Creator: | Brockwell, Peter J. |
|---|---|
| Edition: | 2nd ed. |
| Imprint: | New York : Springer, c2006. |
| Description: | xvi, 577 p. : ill. ; 25 cm. |
| Language: | English |
| Series: | Springer series in statistics |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/6377794 |
Table of Contents:
- 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
