759.zip
Preface -- 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 -- Problem A: Random variables and probability distributions -- Problem B: Statistical complements -- Problem C: Mean square convergence -- Problem D: Lévy Processes, Brownian Motion and Itô Calculus -- Problem E: An ITSM tutorial -- References -- Index
ISBN: 9783319298528
1.
(1) Inv.: 00007811 S.T.: 759.zip
Brockwell, Peter J.
Introduction to time series and forecasting
[M]. --Switzerland :
, 2016. -- Springer International Publishing
Preface -- 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 -- Problem A: Random variables and probability distributions -- Problem B: Statistical complements -- Problem C: Mean square convergence -- Problem D: Lévy Processes, Brownian Motion and Itô Calculus -- Problem E: An ITSM tutorial -- References -- Index
ISBN: 9783319298528
1.
ANÁLISIS DE DATOS
; 2.PROCESAMIENTO DE DATOS
; 3.RECOPILACION DE DATOS
I.Davis, Richard A.
(1) Inv.: 00007811 S.T.: 759.zip
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