Click to have a closer look
About this book
Contents
Related titles
About this book
Covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space models, with an optional chapter on spectral analysis.
Please not that the print-on-demand reprint no longer comes with a CD with included software. The software can be nowadays be downloaded from the Springer website. Go to http://extras.springer.com/ and search on the ISBN 978-0-387-95351-9 to retrieve the files.
Contents
Preface
1 INTRODUCTION
2 STATIONARY PROCESSES
3 ARMA MODELS
4 SPECTRAL ANALYSIS
5 MODELLING AND PREDICTION WITH ARMA PROCESSES
6 NONSTATIONARY AND SEASONAL TIME SERIES
7 MULTIVARIATE TIME SERIES
8 STATE-SPACE MODELS
9 FORECASTING TECHNIQUES
10 FURTHER TOPICS
Appendix A Random Variables
Appendix B Statistical Complements
Appendix C Mean Square Convergence
Appendix D An ITSM Tutorial
Bibliography
Index
Customer Reviews