Box, George E. P.; Jenkins, Gwilym M.; Reinsel, Gregory C. - 1994 - 3. ed.
It is divided into four substantive parts, as follows: Part 1, Stochastic Models and their Forecasting, is an introduction to linear stationary models with finite numbers of parameters, in particular ARMA (mixed autoregressive-moving average) processes, their probabilistic and forecasting...
