Introduction to Time Series and Forecasting (3rd Ed., 3rd ed. 2016) Springer Texts in Statistics Series
Auteurs : Brockwell Peter J., Davis Richard A.
- 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).
Date de parution : 08-2016
Ouvrage de 425 p.
21x27.9 cm