Introduction to Time Series and Forecasting Second Edition
by Peter J. Brockwell Richard A. Davis
Contents
1. Introduction
2. Stationary Processes
3. ARMA Models4. Spectral Analysis
5. Modeling and Forecasting with ARMA Processes
6. Nonstationary and Seasonal Time Series Models
7. Multivariate Time Series
8. State-Space Models
9. Forecasting Techniques
10. Further Topics


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