You are here

Time Series: Theory and Methods

Edition: 
2
Publisher: 
Springer Verlag
Number of Pages: 
577
Price: 
99.00
ISBN: 
978-0387974293
Date Received: 
Thursday, February 15, 2007
Reviewable: 
Yes
Include In BLL Rating: 
Yes
Peter J. Brockwell and Richard A. Davis
Series: 
Springer Series in Statistics
Publication Date: 
1998
Format: 
Hardcover
Category: 
Textbook
BLL Committee
11/17/2010
BLL Rating: 

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.

Publish Book: 
Modify Date: 
Wednesday, November 17, 2010

Dummy View - NOT TO BE DELETED