Introduction and summary; Stochastic models and their forecasting; The autocorrelation function and spectrum; Linear stationary models; Linear nonstationary models; Forecasting ...

Introduction and summary; Stochastic models and their forecasting; The autocorrelation function and spectrum; Linear stationary models; Linear nonstationary models; Forecasting ...

The book is concerned with the building of models for discrete time series and dynamic systems. It describes in detail how such models may be used to obtain optimal forecasts ...

The book is concerned with the building of models for discrete time series and dynamic systems. It describes in detail how such models may be used to obtain optimal forecasts ...