Title: Time series : forecasting, simulation, applications /
Authors: Janacek, G. J.; Swift, Louise, 1959-
Publisher: E. Horwood,
Year: 1993
Subjects: Time-series analysis.
Contents: Introduction -- Stationarity -- The general state space model -- ARMA (Box-Jenkins) models -- Structural state space models -- The frequency domain -- The spectrum -- Estimation in the frequency domain -- Odds and ends: a taste of some more advanced topics.