Automatic Autocorrelation and Spectral Analysis /
Piet M.T. Broersen.
- Berlin ; London : Springer, 2006.
- xii, 298 p. : ill. ; 25 cm.
Introduction (Page-1), Basic Concepts (Page-11), Period gram and Lagged Product Autocorrelation (Page-29), ARMA Theory (Page-59), Relation for Time Series Models (Page-89), Estimation of Time Series Models (Page-117), AR order Selection (Page-167), MA and ARMA order Selection (Page-209), ARMASA Toolbox with Application (Page-223), Advanced Topics in Time Series Estimation (Page-251).