Time series: theory and methods. (Q1188830)
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scientific article; zbMATH DE number 49549
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time series: theory and methods. |
scientific article; zbMATH DE number 49549 |
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Time series: theory and methods. (English)
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17 September 1992
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[For the review of the first, 1987 - edition see Zbl 0604.62083.] 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, which includes a manual and can be ordered from Springer-Verlag.
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autocovariance function
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Hilbert space theory
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stationary ARMA processes
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spectral representation
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prediction
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best linear predictors
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estimation problems in time domain
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ARMA models
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identification
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ARIMA models
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multivariate time series
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cross-spectrum
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vector ARMA models
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Kalman filtering
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transfer function
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missing observations
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state-space models
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software package ITSM
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Interactive Time Series Modelling Package
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