Peña, Daniel (ed.); Tiao, George C. (contributor); … - 2001
Univariate time series : autocorrelation, linear prediction, spectrum, and state-space model / G.T. Wilson -- Univariate autoregressive moving-average models / G.C. Tiao -- Model fitting and checking, and the Kalman filter / G.T. Wilson -- Prediction and model selection / D. Pe(c)ła --...
