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

By: Peter J. Brockwell, Richard A. Davis Contributor(s): Davis, Richard A Publication details: Switzerland: Springer, 2016Edition: 3rd edDescription: xiv, 425 p. : ill. ; 30 cmISBN: 9783319298528Subject(s): Statistics | Time Series Analysis | Distribution (Probability Theory)DDC classification: Brockwell, Peter J.

Contents:

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 --

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode	Item holds
General Books	Central Library, Sikkim University	519.55 BRO/I (Browse shelf(Opens below))	Available		49451

Total holds: 0

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 --

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