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