Time Series: Theory and Methods
This paperback edition is a reprint of the 1991 edition. Time Series: Theory and Methods is a systematic account of linear time series models and their application to the modeling and prediction of data collected sequentially in time. The aim is to provide specific techniques for handling data and a...
| Main Authors: | , |
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| Format: | eBook |
| Language: | English |
| Published: |
New York, NY
Springer New York
1991, 1991
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| Edition: | 2nd ed. 1991 |
| Series: | Springer Series in Statistics
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| Subjects: | |
| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- 1 Stationary Time Series
- 2 Hilbert Spaces
- 3 Stationary ARMA Processes
- 4 The Spectral Representation of a Stationary Process
- 5 Prediction of Stationary Processes
- 6* Asymptotic Theory
- 7 Estimation of the Mean and the Autocovariance Function
- 8 Estimation for ARMA Models
- 9 Model Building and Forecasting with ARIMA Processes
- 10 Inference for the Spectrum of a Stationary Process
- 11 Multivariate Time Series
- 12 State-Space Models and the Kalman Recursions
- 13 Further Topics
- Appendix: Data Sets