Introduction to time series and forecasting

• 作者： Brockwell, Peter J., author.
• 其他作者：
  • Davis, Richard A., author.
  • SpringerLink (Online service)
• 其他題名：
  • Springer texts in statistics.
• 出版： Cham : Springer International Publishing :Imprint: Springer
• 版本：Third edition.
• 叢書名： Springer texts in statistics,
• 主題： Time-series analysis. , Distribution (Probability theory) , Mathematical statistics. , Statistics. , Statistical Theory and Methods. , Statistics for Business/Economics/Mathematical Finance/Insurance. , Econometrics. , Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences.
• ISBN： 9783319298542 (electronic bk.) 、 9783319298528 (paper)
• FIND@SFXID: CGU
• 資料類型: 電子書
• 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.
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