Time series : theory and methods / Peter J. Brockwell, Richard A. Davis.
Series Springer series in statisticsEditor: New York : Springer-Verlag, c1991Edición: 2nd edDescripción: xvi, 577 p. : il. ; 25 cmISBN: 0387974296; 3540974296 (Berlin)Tema(s): Time-series analysisOtra clasificación: 62-01 (62M10)1. Stationary time series2. Hilbert spaces3. Stationary ARMA processes4. The spectral representation of a stationary process5. Prediction of stationary processes6. Asymptotic theory7. Estimation of the mean and the autocovariance function8. Estimation for ARMA models9. Model building and forecasting with ARIMA processes10. Inference for the spectrum of a stationary process11. Multivariate time series12. State-space models and the Kalman recursions13. Further topics.
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Instituto de Matemática, CONICET-UNS | Libros ordenados por tema | 62 B864 (Browse shelf) | Available | A-6763 |
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| 62 B828 Breakthroughs in statistics / | 62 B857 Time series in the frequency domain / | 62 B857t Time series : | 62 B864 Time series : | 62 B864i Introduction to time series and forecasting / | 62 B924 Distance sampling : | 62 B931 Mathematical methods in risk theory / |
Incluye referencias bibliográficas (p. [561]-566) e índice.
1. Stationary time series -- 2. Hilbert spaces -- 3. Stationary ARMA processes -- 4. The spectral representation of a stationary process -- 5. Prediction of stationary processes -- 6. Asymptotic theory -- 7. Estimation of the mean and the autocovariance function -- 8. Estimation for ARMA models -- 9. Model building and forecasting with ARIMA processes -- 10. Inference for the spectrum of a stationary process -- 11. Multivariate time series -- 12. State-space models and the Kalman recursions -- 13. Further topics.
MR, 92d:62001
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