| Title | Time series : theory and methods |
|---|---|
| Author | Peter J. Brockwell and Richard A. Davis |
| Imprint | New York : Springer, 1991 |
| Edition | 2nd ed |
| Descript | xi, 577 p |
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
| LOCATION | CALL# | STATUS |
|---|---|---|
| Chula Business School Library | 519.5 B783T 1991 | CHECK SHELVES |
| Sasin Library : Reserve Collection | 519.55 B864T 1991 PhD | CHECK SHELVES |
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