作者Robert H.Shumway
书名Time series analysis and its application
目录
1 章 characteristics of time series
2 章 time series regression and exploratory data analysis
3 章 ARIMA models
4 章 spectral analysis and filtering
5 章 additional time domain topics
6 章 state space models
7章 statistical methods in the frequency domain
全书500多页,pdf版,2005年spring出版
[此贴子已经被作者于2007-6-22 8:48:12编辑过]