Springer Series in Statistics Time Series : Theory and Methods
Brockwell, Peter J.
Springer Series in Statistics Time Series : Theory and Methods - 2da - United States of America : Springer, 1991 - 577 páginas
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 functions. 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.
fcnm1462
515.423I/B84
Springer Series in Statistics Time Series : Theory and Methods - 2da - United States of America : Springer, 1991 - 577 páginas
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 functions. 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.
fcnm1462
515.423I/B84