Introduction to time series and forecasting

Peter J.; Richard A. Davis Brockwell0-387-95039-7, 0-387-95283-7, 0-387-95350-7, 0-387-95351-5

Table of contents :
Preface……Page 7
Contents……Page 9
1 Introduction……Page 15
2 Stationary Processes……Page 59
3 ARMA Models……Page 97
4 Spectral Analysis……Page 125
5 Modeling and Forecastingwith ARMA Processes……Page 151
6 Nonstationary and SeasonalTime Series Models……Page 193
7 Multivariate Time Series……Page 237
8 State-Space Models……Page 273
9 Forecasting Techniques……Page 331
10Further Topics……Page 345
A Random Variables andProbability Distributions……Page 383
B Statistical Complements……Page 397
C Mean Square Convergence……Page 407
D An ITSM Tutorial……Page 409
References……Page 437
Index……Page 443
ALSO AVAILABLE FROM SPRINGER!……Page 449