St@tServ Statistical Online Bookstore
Time Series
| Title / Author(s) |
Year / Publisher |
Comments |
| Applied Bayesian Forecasting and Times Series Analysis Andy Pole, Mike West, Jeff Harrison | 1994 Chapman & Hall | |
| Arch Models and Financial Applications Christian Gourieroux | 1997 Springer Verlag | |
| Elements of Forecasting Francis X. Diebold | 1997 South-Western Pub | |
| Introduction to Time Series and Forecasting Peter J. Brockwell, Richard A. Davis | 1996 Springer Verlag | |
| Non-Linear Modelling of High Frequency Financial Time-Series Christian Dunis | 1998 John Wiley & Sons | |
| Ordinal Time Series Analysis : Methodology and Applications in Management Strategy and Policy Timothy W. Ruefli | 1990 Quorum Books |