论坛中有一个版本,是通过azw3格式转化的pdf,所以很多公式不清楚,这个pdf版本是清晰的。
Applied time series analysis with R (第二版)
Author(s): Elliott, Alan C.; Gray, Harry L.; Woodward, Wayne A
Year: 2017
ISBN: 9781498734226,1498734227
Description:
1. Stationary time series -- 2. Linear filters -- 3. ARMA time series models -- 4. Other stationary time series models -- 5. Nonstationary time series models -- 6. Forecasting -- 7. Parameter estimation -- 8. Model identification -- 9. Model building -- 10. Vector-valued (multivariate) time series -- 11. Long-memory processes -- 12. Wavelets -- 13. G-Stationary processes
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