Foundations of Time Series Analysis and Prediction TheoryISBN: 978-0-471-39434-1
Hardcover
448 pages
June 2001
 This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.
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Preface.
Acknowledgements.
Acronyms.
Introduction.
Time Series Analysis: One Long Series.
Time Series Analysis: Many Short Series.
Stationary ARMA Models.
Stationary Processes.
Parameterization and Prediction.
Finite Prediction and Partial Correlations.
Missing Values: Past and Future.
Stationary Sequences in Hilbert Spaces.
Stationarity and Hardy Spaces.
Appendix A: Multivariate Distributions.
Appendix B: The Bayesian Forecasting.
References.
Index.
Author Index.
Acknowledgements.
Acronyms.
Introduction.
Time Series Analysis: One Long Series.
Time Series Analysis: Many Short Series.
Stationary ARMA Models.
Stationary Processes.
Parameterization and Prediction.
Finite Prediction and Partial Correlations.
Missing Values: Past and Future.
Stationary Sequences in Hilbert Spaces.
Stationarity and Hardy Spaces.
Appendix A: Multivariate Distributions.
Appendix B: The Bayesian Forecasting.
References.
Index.
Author Index.
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