Time Series: Theory and Methods (Springer Series in Statistics) by Peter J. Brockwell
English | 2006 | ISBN: 1441903194, 0387974296, 3540974296 | 589 Pages | PDF | 17 MB
English | 2006 | ISBN: 1441903194, 0387974296, 3540974296 | 589 Pages | PDF | 17 MB
This edition contains a large number of additions and corrections scattered throughout the text, including the incorporation of a new chapter on state-space models. The companion diskette for the IBM PC has expanded into the software package ITSM: An Interactive Time Series Modelling Package for the PC.