Introduction to Time Series and Forecasting

Name: Introduction to Time Series and Forecasting
Price: 75.41 USD
Availability: InStock
ISBN: 9780387947198

ISBN-10: 0387947191

List price: $88.95

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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