Springer Series in Statistics Time Series : Theory and Methods
Detalles de publicación: United States of America : Springer, 1991Edición: 2daDescripción: 577 páginasISBN:- fcnm1462
- 515.423I/B84
Contenidos:
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.
| Tipo de ítem | Biblioteca actual | Signatura topográfica | Estado | Notas | Código de barras | |
|---|---|---|---|---|---|---|
| Libro | Biblioteca Especializada FCNM Tercer Piso | 515.423I/B84 (Navegar estantería(Abre debajo)) | Disponible | Externo | FCNM2494 |
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.
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