Time series forecasting, simulation, applications
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| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
New York
E. Horwood
1993.
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| Series: | Mathematics and its applications (Chichester, England : 1988). Statistics, operational research, and computational mathematics.
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| Subjects: | |
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Table of Contents:
- 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.