title: Introduction to Time Series and Forecasting (Springer Texts in Statistics)
author: Peter J. Brockwell
description: This is a very well-written textbook aimed at a wide audience of readers interested in time series methodologies and their applications to various fields. (Wilfredo Palma, Mathematical Reviews September, 2017)
zlib_text: Springer Texts in Statistics
  Series Editors:
  G. Casella
  S. Fienberg
  I. Olkin
  
  Springer Texts in Statistics
  Athreya/Lahiri: Measure Theory and Probability Theory
  Bilodeau/Brenner: Theory of Multivariate Statistics
  Brockwell/Davis: An Introduction to Time Series and Forecasting
  Carmona: Statistical Analysis of Financial Data in S-PLUS
  Casella: Statistical Design
  Chow/Teicher: Probability Theory: Independence, Interchangeability, Martingales, 
   Third Edition
  Christensen: Advanced Linear Modeling: Multivariate, Time Series, and Spatial Data; 
   Nonparametric Regression and Response Surface Maximization, Second Edition
  Christensen: Log-Linear Models and Logistic Regression, Second Edition
  Christensen: Plane Answers to Complex Questions: The Theory of Linear Models, 
   Second Edition
  Cryer/Chan: Time Series Analysis, Second Edition
  DasGupta: Asymptotic Theory of Statistics and Probability
  Davis: Statistical Methods for the Analysis of Repeated Measurements
  Dean/Voss: Design and Analysis of Exp