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Time Series: Theory and Methods
Language: en
Pages: 591
Authors: Peter J. Brockwell
Categories: Mathematics
Type: BOOK - Published: 2009-05-13 - Publisher: Springer Science & Business Media

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This edition contains a large number of additions and corrections scattered throughout the text, including the incorporation of a new chapter on state-space mod
Time Series: Theory and Methods
Language: en
Pages: 604
Authors: Peter J. Brockwell
Categories: Business & Economics
Type: BOOK - Published: 1991 - Publisher: Springer Science & Business Media

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Here is a systematic account of linear time series models and their application to the modeling and prediction of data collected sequentially in time. It detail
Time Series: Theory and Methods
Language: en
Pages: 589
Authors: Peter J. Brockwell
Categories: Business & Economics
Type: BOOK - Published: 1991 - Publisher: Springer Science & Business Media

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This paperback edition is a reprint of the 1991 edition. Time Series: Theory and Methods is a systematic account of linear time series models and their applicat
Nonlinear Time Series
Language: en
Pages: 548
Authors: Randal Douc
Categories: Mathematics
Type: BOOK - Published: 2014-01-06 - Publisher: CRC Press

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This text emphasizes nonlinear models for a course in time series analysis. After introducing stochastic processes, Markov chains, Poisson processes, and ARMA m
Introduction to Time Series and Forecasting
Language: en
Pages: 429
Authors: Peter J. Brockwell
Categories: Mathematics
Type: BOOK - Published: 2013-03-14 - Publisher: Springer Science & Business Media

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Some of the key mathematical results are stated without proof in order to make the underlying theory acccessible to a wider audience. The book assumes a knowled