Introduction to Time Series and Forecasting

Introduction to Time Series and Forecasting by Peter J. Brockwell, Richard A. Davis.

Some of the key mathematical results are stated without proof in order to make the underlying theory accessible to a wider audience. The book assumes a knowledge only of basic calculus, matrix algebra, and elementary statistics. The emphasis is on methods and the analysis of data sets. The logic and...

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Bibliographic Details
Main Authors: Brockwell, Peter J. (Author), Davis, Richard A. (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: New York, NY : Springer New York : Imprint: Springer, 2002.
Edition:2nd ed. 2002.
Series:Springer Texts in Statistics,
Springer eBook Collection.
Subjects:
Computer software.
Probabilities.
Statistics .
Econometrics.
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Table of Contents:
  • Stationary Processes
  • ARMA Models
  • Spectral Analysis
  • Modeling and Forecasting with ARMA Processes
  • Nonstationary and Seasonal Time Series Models
  • Multivariate Time Series
  • State-Space Models
  • Forecasting Techniques
  • Further Topics
  • Erratum.

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