Time series: Theory and methods

zbMath1169.62074MaRDI QIDQ1018998

Richard A. Davis, Peter J. Brockwell

Publication date: 26 May 2009

Published in: Springer Series in Statistics (Search for Journal in Brave)

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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