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Introduction to Time Series and Forecasting

ISBN-10: 0387947191
ISBN-13: 9780387947198
Edition: N/A
List price: $88.95
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Book details

List price: $88.95
Publisher: Springer
Binding: Hardcover
Pages: 420
Size: 8.50" wide x 9.75" long x 1.50" tall
Weight: 2.288
Language: English

Preface
Introduction
Stationary Processes
ARMA Models
Spectral Analysis
Modelling and Forecasting with ARMA Processes
Nonstationary and Seasonal Time Series Models
Multivariate Time Series
State-Space Models
Forecasting Techniques
Further Topics
Random Variables and Probability Distributions
Statistical Complements
Mean Square Convergence
An ITSM Tutorial
Bibliography
Index

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