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Time Series

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Part of the Statistics and Computing book series (SCO)

Abstract

There are now a large number of books on time series. Our philosophy and notation are close to those of the applied book by Diggle (1990) (from which some of our examples are taken). Brockwell and Davis (1991) and Priestley (1981) provide more theoretical treatments, and Bloomfield (1976) and Priestley are particularly thorough on spectral analysis.

Keywords

ARMA Process Multiple Time Series Fourier Frequency Spectral Density Estimate ARIMA Process 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 1994

Authors and Affiliations

  1. 1.Department of StatisticsUniversity of AdelaideAdelaideAustralia
  2. 2.University of OxfordOxfordEngland

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