时间序列第二版，由Peter J. Brockwell和Richard A. Davis所著。主要章节如下：
1. Introduction
2. Stationary processes
3. ARMA models
4. Spectral analysis
5. Modeling and Forecasting with Arma Processes
6.  Nonstationary and seasonal time series models
7. Multivariate time series
8. State-Space models
9. Forecasting techniques
10. Futher topics
A. Random variables and Probability Distributions
B. Statistical complements
C. Mean square convergence
D. An ITSM Tutorial
References
Index


这本书对于学习时间序列预测方法，掌握各种模型还是很有帮助的。象征性的收1个金币。