Explores the building of stochastic (statistical) models for time series and their use in important areas of application, forecasting, model specification, estimation, and checking.

Rese�a del editor

This new edition has been revised and modified, retaining its original general structure, with updated discussions of estimation of ARMA models, and control theory. New sections include recent methods in model specification, intervention and outlier analysis. The objective of the text is to provide

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