Methods and Applications of Time Series Analysis. Part 2. Linear Stochastic Models
T. W. Anderson, Nozer D. Singpurwalla · 1984
Abstract : This is the second in a series of technical reports developing the most modern procedures of time series analysis and forecasting for use in engineering, the physical sicences, and the social sciences. The exposition of methodology is based on a succinct presentation of the theoretical background and is illustrated with appropriate examples from engineering, maintenance and reliability economics, and other physical and social sciences. This report is concerned with linear statistical models, especially autoregressive processes.