Brockwell, Peter J.

Time series : theory and methods / Peter J. Brockwell, Richard A.Davis. - 2nd ed. - New York : Springer-Verlag, 1991. - xv1, 577 p. : ill. ; 26 cm. - Springer series in statistics .

Includes index.

Bibliography: p. [561]-566.

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Time-series analysis.
Mathematical statistics.