000			02827nam a2200421 4500
001			19076428
003			OSt
005			20200311153731.0
008			200108b xxu||||| |||| 00| 0 eng d
010			_a 2016939116
020			_a9783319298528 (hbk.) : _c€69.99
040			_aDLC _beng _cDLC _erda _dDLC _dIIMU
042			_apcc
082	0	4	_a519.55 _223
100	1		_aBrockwell, J Peter., _eauthor.
245	1	0	_aIntroduction to time series and forecasting / _cPeter J. Brockwell.
250			_a3rd ed.
263			_a1606
264		1	_aNew York, NY : _bSpringer Science+Business Media, _c2016.
300			_axiv,425 p. : _bill ; _c26 cm.
336			_atext _btxt _2rdacontent
337			_aunmediated _bn _2rdamedia
338			_avolume _bnc _2rdacarrier
365			_b€69.99
490			_aSpringer Texts in Statistics
504			_aIncludes Bibliographical references and index.
520			_aThis book is aimed at the reader who wishes to gain a working knowledge of time series and forecasting methods as applied to economics, engineering and the natural and social sciences. It assumes knowledge only of basic calculus, matrix algebra and elementary statistics. This third edition contains detailed instructions for the use of the professional version of the Windows-based computer package ITSM2000, now available as a free download from the Springer Extras website. The logic and tools of time series model-building are developed in detail. Numerous exercises are included and the software can be used to analyze and forecast data sets of the user's own choosing. The book can also be used in conjunction with other time series packages such as those included in R. The programs in ITSM2000 however are menu-driven and can be used with minimal investment of time in the computational details. The core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space models, with an optional chapter on spectral analysis. Many additional special topics are also covered. New to this edition: A chapter devoted to Financial Time Series Introductions to Brownian motion, Lévy processes and Itô calculus An expanded section on continuous-time ARMA processes
650		0	_aStatistics.
650		0	_aTime-series analysis.
650		0	_aDistribution (Probability theory).
650		0	_a Mathematical statistics.
700	1		_aDavis, Richard A.
856	4	2	_3Contributor biographical information _uhttps://www.loc.gov/catdir/enhancements/fy1619/2016939116-b.html
856	4	2	_3Publisher description and contents page _uhttps://www.springer.com/in/book/9783319298528
856	4	1	_3Table of contents only _uhttps://www.loc.gov/catdir/enhancements/fy1619/2016939116-t.html
906			_a0 _bibc _corignew _d2 _eepcn _f20 _gy-gencatlg
942			_2ddc _cM
999			_c12745 _d12745