Introduction to Time Series and Forecasting

• Κύριοι συγγραφείς: Brockwell, Peter J. (Συγγραφέας), Davis, Richard A. (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2016.
• Έκδοση: 3rd ed. 2016.
• Σειρά: Springer Texts in Statistics,
• Θέματα: Statistics.; Econometrics.; Statistical Theory and Methods.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences.

This book is aimed at the reader who wishes to gain a working knowledge of time series and forecasting methods as applied to economics, engineering and the natural and social sciences. It assumes knowledge only of basic calculus, matrix algebra and elementary statistics. This third edition contains...

Πίνακας περιεχομένων:

• Introduction
• Stationary Processes
• ARMA Models
• Spectral Analysis
• Modeling and Forecasting with ARMA Processes
• Nonstationary and Seasonal Time Series Models
• Time Series Models for Financial Data
• Multivariate Time Series
• State-Space Models
• Forecasting Techniques
• Further Topics
• Appendix A: Random Variables and Probability Distributions
• Appendix B: Statistical Complements
• Appendix C: Mean Square Convergence
• Appendix D: Lévy Processes, Brownian Motion and Itô Calculus
• Appendix E: An ITSM Tutorial
• References
• Index.