本书一共203页，Lecture Notes: ST904/901, Spring Term 2006

M.Sc. Financial Mathematics
M.Sc. & Diploma Statistics
M. Morse, M. MathStat
by
Tony Lawrance
Professor of Statistics
Department of Statistics
University of Warwick

Contents
Part 0 Introduction and Arrangements
Part 1 Exploration and Description of
Time Series Data
Part 2 Modelling and Linear Modelling
of Time Series
Part 3 Nonlinear Modelling of Time
Series
Learning Exercises
Projects

[此贴子已经被作者于2007-3-8 10:39:28编辑过]