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TitleTime series : theory and methods
Author 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


Time series analysis

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

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