Introduction to Time Series and Forecasting

Autoren

• Peter J. Brockwell
• Richard A. Davis

Parameter

• Mathematik
• Sachliteratur

Mehr zum Buch

This book offers an accessible introduction to time series analysis, requiring only basic calculus and statistics. It covers stationary and nonstationary processes, ARMA and ARIMA models, and includes practical exercises using a computer package. Key topics include regression, forecasting algorithms, and state-space models, making it ideal for skill development.

Mehr lesen

• Sprache: Englisch
• Erscheinungsdatum: 2013
• Einband: Paperback