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Introduction to Time Series and Forecasting

By Brockwell, Peter J.

Product Image: Introduction to Time Series and Forecasting

Introduction to Time Series and Forecasting

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Description
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: Lévy Processes, Brownian Motion and Itô Calculus.- Appendix E: An ITSM Tutorial.- References.- Index.
Product details
Edition:
3
Number of Pages:
439
Release Date:
2016-08-31
Publication Date:
2016-09-26
Publisher:
Springer
Languages:
Original: English
ISBN10:
3319298526
ISBN13:
9783319298528
GPSR Manufacturer Reference:
[email protected]
Weight:
1448 g
Height:
215 cm
Width:
285 cm
Thickness:
28 cm
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