AuthorBrockwell, Peter J
TitleTime series : theory and methods / Peter J. Brockwell and Richard A. Davis
Imprint New York : Springer, 1991
Edition 2nd ed
Descript xi, 577 p

CONTENT

Stationary time series -- Hilbert Spaces -- Stationary ARMA processes -- The Spectral reprecentation of a stationary process -- Prediction of stationary processes -- Asymptotic theory -- Estimation of the mean and the autocovariance function -- Estimation for ARMA models -- Model building and forecasting with ARIMA processes -- Inference for the spectrum of a stationary process


SUBJECT

  1. Time series analysis

LOCATIONCALL#STATUS
Chula Business School Library519.5 B783T 1991 CHECK SHELVES
Sasin Library : Reserve Collection519.55 B864T 1991 PhD CHECK SHELVES