Time Series: Theory and Methods
We have attempted in this book to give a systematic account of linear time series models and their application to the modelling and prediction of data collected sequentially in time. The aim is to provide specific techniques for handling data and at the same time to provide a thorough understanding...
| Main Authors: | , |
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| Format: | eBook |
| Language: | English |
| Published: |
New York, NY
Springer New York
1987, 1987
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| Edition: | 1st ed. 1987 |
| 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:
- Stationary Time Series
- Hilbert Spaces
- Stationary ARMA Processes
- The Spectral Representation 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
- Multivariate Time Series
- Further Topics