TY  - BOOK
AU  - McElroy, Tucker S.
AU  - Politis, Dimitris N.
TI  - Time series: a first course with bootstrap starter 
SN  - 9781439876510
U1  - 519.55 MCE-T 
PY  - 2020///
CY  - Boca Raton
PB  - CRC Press
KW  - Time-series analysis.
KW  - Bootstrap (Statistics)
N1  - The book provides the foundation of time series methods, including linear filters and a geometric approach to prediction. The critical paradigm of ARMA models is studied in-depth, as well as frequency-domain methods. Entropy and other information-theoretic notions are introduced, with applications to time series modelling."
ER  -