Coverart for item
The Resource Introduction to time series and forecasting, Peter J. Brockwell and Richard A. Davis

Introduction to time series and forecasting, Peter J. Brockwell and Richard A. Davis

Label
Introduction to time series and forecasting
Title
Introduction to time series and forecasting
Statement of responsibility
Peter J. Brockwell and Richard A. Davis
Creator
Contributor
Subject
Language
eng
Related
Member of
Cataloging source
DLC
http://library.link/vocab/creatorName
Brockwell, Peter J
Dewey number
519.5/5
Illustrations
illustrations
Index
index present
LC call number
QA280
LC item number
.B757 1996
Literary form
non fiction
Nature of contents
  • theses
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
Davis, Richard A
Series statement
Springer texts in statistics
http://library.link/vocab/subjectName
Time-series analysis
Label
Introduction to time series and forecasting, Peter J. Brockwell and Richard A. Davis
Instantiates
Publication
Note
Accompanying computer disk contains ITSM95 for DOS or Windows, a menu-driven time series package to repoduce most of the calculations in the text and to analyze other data sets
Accompanying material
1 computer disk (3 1/2 in.)
Bibliography note
Includes bibliographical references (pages [409]-414) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
1. Introduction -- 2. Stationary processes -- 3. ARMA models -- 4. Spectral analysis -- 5. Modelling and forecasting with ARMA processes -- 6. Nonstationary and seasonal time series models -- 7. Multivariate time series -- 8. State-space models -- 9. Forecasting techniques -- 10. Further topics -- A. Random variables and probability distributions -- B. Statistical complements -- C. Mean square convergence -- D. An ITSM tutorial
Control code
34355055
Dimensions
25 cm +
Extent
xiii, 420 pages
Isbn
9780387947198
Isbn Type
(hard : alk. paper)
Lccn
96011743
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System details
System requirements: IBM PC or equivalent, DOS or Windows, EGA or VGA card, 1.1 Mb of hard disk space, and 550K or RAM available for applications. STAR is recommended for non-linear threshold modelling
Label
Introduction to time series and forecasting, Peter J. Brockwell and Richard A. Davis
Publication
Note
Accompanying computer disk contains ITSM95 for DOS or Windows, a menu-driven time series package to repoduce most of the calculations in the text and to analyze other data sets
Accompanying material
1 computer disk (3 1/2 in.)
Bibliography note
Includes bibliographical references (pages [409]-414) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
1. Introduction -- 2. Stationary processes -- 3. ARMA models -- 4. Spectral analysis -- 5. Modelling and forecasting with ARMA processes -- 6. Nonstationary and seasonal time series models -- 7. Multivariate time series -- 8. State-space models -- 9. Forecasting techniques -- 10. Further topics -- A. Random variables and probability distributions -- B. Statistical complements -- C. Mean square convergence -- D. An ITSM tutorial
Control code
34355055
Dimensions
25 cm +
Extent
xiii, 420 pages
Isbn
9780387947198
Isbn Type
(hard : alk. paper)
Lccn
96011743
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System details
System requirements: IBM PC or equivalent, DOS or Windows, EGA or VGA card, 1.1 Mb of hard disk space, and 550K or RAM available for applications. STAR is recommended for non-linear threshold modelling

Library Locations

    • Ellis LibraryBorrow it
      1020 Lowry Street, Columbia, MO, 65201, US
      38.944491 -92.326012
Processing Feedback ...