Peter J. Brockwell, Richard A. Davis

Introduction to Time Series Analysis and Forecasting/ Peter J. Brockwell, Richard A. Davis - 3rd ed. - Switzerland: Springer, 2016. - xiv, 425 p. : ill. ; 30 cm.

1 Introduction --
2 Stationary Processes --
3 ARMA Models --
4 Spectral Analysis --
5 Modeling and Forecasting with ARMA Processes --
6 Nonstationary and Seasonal Time Series Models --
7 Time Series Models for Financial Data --
8 Multivariate Time Series --
9 State-Space Models --
10 Forecasting Techniques --
11 Further Topics --

9783319298528


Statistics
Time Series Analysis
Distribution (Probability Theory)

Brockwell, Peter J.