Time Series: Theory and Methods

Authors:

ISBN: 978-1-4419-0319-8 (Print) 978-1-4419-0320-4 (Online)

Table of contents (13 chapters)

  1. Front Matter

    Pages i-xvi

  2. No Access

    Book Chapter

    Pages 1-41

    Stationary Time Series

  3. No Access

    Book Chapter

    Pages 42-76

    Hilbert Spaces

  4. No Access

    Book Chapter

    Pages 77-113

    Stationary ARMA Processes

  5. No Access

    Book Chapter

    Pages 114-165

    The Spectral Representation of a Stationary Process

  6. No Access

    Book Chapter

    Pages 166-197

    Prediction of Stationary Processes

  7. No Access

    Book Chapter

    Pages 198-217

    Asymptotic Theory

  8. No Access

    Book Chapter

    Pages 218-237

    Estimation of the Mean and the Autocovariance Function

  9. No Access

    Book Chapter

    Pages 238-272

    Estimation for ARMA Models

  10. No Access

    Book Chapter

    Pages 273-329

    Model Building and Forecasting with ARIMA Processes

  11. No Access

    Book Chapter

    Pages 330-400

    Inference for the Spectrum of a Stationary Process

  12. No Access

    Book Chapter

    Pages 401-462

    Multivariate Time Series

  13. No Access

    Book Chapter

    Pages 463-505

    State-Space Models and the Kalman Recursions

  14. No Access

    Book Chapter

    Pages 506-553

    Further Topics

  15. Back Matter

    Pages 555-579