Time series : theory and methods /
Guardado en:
| Autor Principal: | |
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| Otros Autores: | |
| Formato: | Libro |
| Idioma: | English |
| Publicado: |
New York :
Springer-Verlag,
c1991.
|
| Edición: | 2nd ed. |
| Series: | Springer series in statistics
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| Materias: | |
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| LEADER | 01359cam a2200265 a 4500 | ||
|---|---|---|---|
| 001 | MAT.inmabb003681 | ||
| 008 | 901126s1991####nyua#####b####001#0#eng## | ||
| 005 | 20130225163215.0 | ||
| 245 | 1 | 0 | |a Time series : |b theory and methods / |c Peter J. Brockwell, Richard A. Davis. |
| 250 | |a 2nd ed. | ||
| 260 | |a New York : |b Springer-Verlag, |c c1991. | ||
| 300 | |a xvi, 577 p. : |b il. ; |c 25 cm. | ||
| 440 | 0 | |a Springer series in statistics | |
| 504 | |a Incluye referencias bibliográficas (p. [561]-566) e índice. | ||
| 505 | 0 | |a 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. | |
| 510 | 4 | |a MR, |c 92d:62001 | |
| 020 | |a 0387974296 | ||
| 020 | |a 3540974296 (Berlin) | ||
| 100 | 1 | |a Brockwell, Peter J. | |
| 700 | 1 | |a Davis, Richard A. | |
| 650 | 0 | |a Time-series analysis. | |
| 084 | |a 62-01 (62M10) |2 msc2000 | ||
| 010 | |a 90025821 | ||
| 040 | |a DLC |c DLC |d DLC | ||
| 859 | |h 62 |i B864 |p A-6763 |b BIB. MATEMATICA | ||