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Introduction to Time Series and Forecasting / / by Peter J. Brockwell, Richard A. Davis
| Introduction to Time Series and Forecasting / / by Peter J. Brockwell, Richard A. Davis |
| Autore | Brockwell Peter J |
| Edizione | [3rd ed. 2016.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 |
| Descrizione fisica | 1 online resource (XIV, 425 p. 118 illus., 4 illus. in color.) |
| Disciplina | 519.55 |
| Collana | Springer Texts in Statistics |
| Soggetto topico |
Statistics
Econometrics Statistical Theory and Methods Statistics in Business, Management, Economics, Finance, Insurance Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences |
| ISBN |
9783319298542
3319298542 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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. |
| Record Nr. | UNINA-9910254093503321 |
Brockwell Peter J
|
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Time Series: Theory and Methods [[electronic resource] /] / by Peter J. Brockwell, Richard A. Davis
| Time Series: Theory and Methods [[electronic resource] /] / by Peter J. Brockwell, Richard A. Davis |
| Autore | Brockwell Peter J |
| Edizione | [2nd ed. 1991.] |
| Pubbl/distr/stampa | New York, NY : , : Springer New York : , : Imprint : Springer, , 1991 |
| Descrizione fisica | 1 online resource (XVI, 580 p.) |
| Disciplina | 519.5 |
| Collana | Springer Series in Statistics |
| Soggetto topico |
Statistics
Econometrics Statistical Theory and Methods Statistics for Business, Management, Economics, Finance, Insurance |
| ISBN | 1-4419-0320-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 Stationary Time Series -- 2 Hilbert Spaces -- 3 Stationary ARMA Processes -- 4 The Spectral Representation of a Stationary Process -- 5 Prediction of Stationary Processes -- 6* Asymptotic Theory -- 7 Estimation of the Mean and the Autocovariance Function -- 8 Estimation for ARMA Models -- 9 Model Building and Forecasting with ARIMA Processes -- 10 Inference for the Spectrum of a Stationary Process -- 11 Multivariate Time Series -- 12 State-Space Models and the Kalman Recursions -- 13 Further Topics -- Appendix: Data Sets. |
| Record Nr. | UNINA-9910480092303321 |
|
Brockwell Peter J
|
||
| New York, NY : , : Springer New York : , : Imprint : Springer, , 1991 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Time Series: Theory and Methods [[electronic resource] /] / by Peter J. Brockwell, Richard A. Davis
| Time Series: Theory and Methods [[electronic resource] /] / by Peter J. Brockwell, Richard A. Davis |
| Autore | Brockwell Peter J |
| Edizione | [2nd ed. 1991.] |
| Pubbl/distr/stampa | New York, NY : , : Springer New York : , : Imprint : Springer, , 1991 |
| Descrizione fisica | 1 online resource (XVI, 580 p.) |
| Disciplina | 519.5 |
| Collana | Springer Series in Statistics |
| Soggetto topico |
Statistics
Econometrics Statistical Theory and Methods Statistics for Business, Management, Economics, Finance, Insurance |
| ISBN | 1-4419-0320-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 Stationary Time Series -- 2 Hilbert Spaces -- 3 Stationary ARMA Processes -- 4 The Spectral Representation of a Stationary Process -- 5 Prediction of Stationary Processes -- 6* Asymptotic Theory -- 7 Estimation of the Mean and the Autocovariance Function -- 8 Estimation for ARMA Models -- 9 Model Building and Forecasting with ARIMA Processes -- 10 Inference for the Spectrum of a Stationary Process -- 11 Multivariate Time Series -- 12 State-Space Models and the Kalman Recursions -- 13 Further Topics -- Appendix: Data Sets. |
| Record Nr. | UNINA-9910777901603321 |
|
Brockwell Peter J
|
||
| New York, NY : , : Springer New York : , : Imprint : Springer, , 1991 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Time Series: Theory and Methods / / by Peter J. Brockwell, Richard A. Davis
| Time Series: Theory and Methods / / by Peter J. Brockwell, Richard A. Davis |
| Autore | Brockwell Peter J |
| Edizione | [2nd ed. 1991.] |
| Pubbl/distr/stampa | New York, NY : , : Springer New York : , : Imprint : Springer, , 1991 |
| Descrizione fisica | 1 online resource (XVI, 580 p.) |
| Disciplina | 516.362 |
| Altri autori (Persone) | DavisRichard A |
| Collana | Springer Series in Statistics |
| Soggetto topico |
Statistics
Econometrics Statistical Theory and Methods Statistics in Business, Management, Economics, Finance, Insurance |
| ISBN |
9781441903204
1441903208 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 Stationary Time Series -- 2 Hilbert Spaces -- 3 Stationary ARMA Processes -- 4 The Spectral Representation of a Stationary Process -- 5 Prediction of Stationary Processes -- 6* Asymptotic Theory -- 7 Estimation of the Mean and the Autocovariance Function -- 8 Estimation for ARMA Models -- 9 Model Building and Forecasting with ARIMA Processes -- 10 Inference for the Spectrum of a Stationary Process -- 11 Multivariate Time Series -- 12 State-Space Models and the Kalman Recursions -- 13 Further Topics -- Appendix: Data Sets. |
| Record Nr. | UNINA-9910964628103321 |
|
Brockwell Peter J
|
||
| New York, NY : , : Springer New York : , : Imprint : Springer, , 1991 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||