Time series forecasting, simulation, applications

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Bibliographic Details
Main Author: Janacek, Gareth
Other Authors: Swift, Louise
Format: Book
Language:English
Published: New York E. Horwood 1993.
Series:Mathematics and its applications (Chichester, England : 1988). Statistics, operational research, and computational mathematics.
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090 |a QA 280  |b .J36 1993 
100 1 |a Janacek, Gareth 
245 1 0 |a Time series  |b forecasting, simulation, applications  |c Gareth Janacek and Louise Swift. 
260 |a New York  |b E. Horwood  |c 1993. 
300 |a 331 p.  |b ill.  |c 25 cm. 
490 1 |a Mathematics and its applications. Statistics, operational research, and computational mathematics 
504 |a Includes bibliographical references and index. 
505 0 |a Introduction -- Stationarity -- The general state space model -- ARMA (Box-Jenkins) models -- Structural state space models -- The frequency domain -- The spectrum -- Estimation in the frequency domain -- Odds and ends: a taste of some more advanced topics. 
592 |b 30/10/2013  |c RM50.00  |h BL 
650 0 |a Time-series analysis. 
700 1 |a Swift, Louise 
830 0 |a Mathematics and its applications (Chichester, England : 1988).  |p Statistics, operational research, and computational mathematics. 
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