Box, George E. P.; Jenkins, Gwilym M.; Reinsel, Gregory C. - 1994 - 3. ed.
) processes, their probabilistic and forecasting properties. It is a feature of the book that time-domain considerations prevail … integrated) models. Empirical analysis is done by intensively using a given data set (time series), in cycles of identification … appeared in 1970, see the review Zbl 0249.62009, at a time when comparatively few book on time series were available. It …