Description
Introduction to Time Series and Forecasting (3rd Ed., 3rd ed. 2016)
Springer Texts in Statistics Series
Authors: Brockwell Peter J., Davis Richard A.
Language: EnglishSubject for Introduction to Time Series and Forecasting:
89.66 €
In Print (Delivery period: 15 days).
Add to cart the book of Brockwell Peter J., Davis Richard A.425 p. · 21x27.9 cm · Hardback
Description
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- A chapter devoted to Financial Time Series
- Introductions to Brownian motion, Lévy processes and Itô calculus
- An expanded section on continuous-time ARMA processes
Peter J. Brockwell and Richard A. Davis are Fellows of the American Statistical Association and the Institute of Mathematical Statistics and elected members of the International Statistics institute. Richard A. Davis is the current President of the Institute of Mathematical Statistics and, with W.T.M. Dunsmuir, winner of the Koopmans Prize. Professors Brockwell and Davis are coauthors of the widely used advanced text, Time Series: Theory and Methods, Second Edition (Springer-Verlag, 1991).