Woodward, Wayne A. creator Gray, Henry L. Elliott, Alan C. 1952- text flu Boca Raton CRC Press 2017 2017 Second edition. monographic eng

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xv, 618 pages : illustrations ; 25 cm 1. Stationary time series -- 2. Linear filters -- 3. ARMA time series models -- 4. Other stationary time series models -- 5. Nonstationary time series models -- 6. Forecasting -- 7. Parameter estimation -- 8. Model identification -- 9. Model building -- 10. Vector-valued (multivariate) time series -- 11. Long-memory processes -- 12. Wavelets -- 13. G-Stationary processes. Wayne A. Woodward "A Chapman & Hall book." Includes bibliographical references and index. Time-series analysis R (Computer program language) QA280 .W68 2017 519.5502 WOO 9781498734226 (hbk. : alk. paper) 1498734227 (hbk. : alk. paper) 2016026902 MAIN 160609 20171214092712.0 19128335 eng