Introduction to time series and forecasting / Peter J. Brockwell, Richard A. Davis

• Autore: Brockwell, Peter J.
• Pubblicazione: [Cham], : Springer, 2016
• Edizione: 3. ed
• Descrizione fisica: XIV, 425 p. : ill. ; 24 cm
• Soggetto topico: 60J65 - Brownian motion [MSC 2020]; 62-XX - Statistics [MSC 2020]; 62H05 - Characterization and structure theory for multivariate probability distributions; copulas [MSC 2020]; 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020]; 62P20 - Applications of statistics to economics [MSC 2020]; 62M15 - Inference from stochastic processes and spectral analysis [MSC 2020]; 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020]; 62P30 - Applications of statistics in engineering and industry; control charts [MSC 2020]; 62P25 - Applications of statistics to social sciences [MSC 2020]; 62P35 - Applications of statistics to physics [MSC 2020]; 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020]; 60G25 - Prediction theory (aspects of stochastic processes) [MSC 2020]
• Altri autori: Davis, Richard A.
• Titolo autorizzato: Introduction to time series and forecasting
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: SUN0114899
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: http://dx.doi.org/10.1007/978-3-319-29854-2
• Serie: Springer texts in statistics New York . -Springer , 1985-.