by RichardA.Davis (Author), PeterJ.Brockwell (Author)
Here is a systematic account of linear time series models and their application to the modeling and prediction of data collected sequentially in time. It details techniques for handling data and offers a thorough understanding of their mathematical basis.
Format: Paperback
Pages: 584
Edition: 2nd ed. 1991. 2nd printing
Publisher: Springer
Published: 28 Apr 2009
ISBN 10: 1441903194
ISBN 13: 9781441903198