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
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Brockwell, Peter J.
Introduction to time series and forecasting [M]. -- Switzerland : Springer International Publishing, 2016
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.
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