Brockwell, P.J. <br/><br/>
Time series:   theory and methods  / 
by P.J. Brockwell 
 - 2nd ed. 
 - New Delhi:  Springer (India),  2009. 
 - xvi, 577p. 
 - Springer series in statistics .
<br/><br/>1.Stationary time series--<br/>2.Hilbert space--<br/>3.Stationary ARMA processis--<br/>4.The Spectral representation of a stationary process--<br/>5.Prediction of stationary process--<br/>6.Asymptotic theory --<br/>7.Estimation of the mean and the autocovariance function --<br/>8.Estimation fo ARMA models--<br/>9.Model building and forecasting with ARIMA processes--<br/>10.Inference for the spectrum of a stationary process--<br/>11.Multivariate time series--<br/>12.State-space models and the Kalman recursions--<br/>13.Further topics.  
<br/><br/><label>ISBN: </label>9788184890860 
<br/><br/><label>Subjects--Topical Terms: </label><br/>GEN
<br/><br/><label>Dewey Class. No.: </label>519.55  / BRO-T