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: Series Editors:
  S. Fienberg
  I. Olkin
  G. Casella
  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
  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
  Davis: Statistical Methods for the Analysis of Repeated Measurements
  Dean/Voss: Design and Analysis of Experiments
  Dekking/Kraaikamp/Lopuhaä/Meester: A Modern Introduction to
  Probability and Statistics
  Durrett: Essentials of Stochastic Processes
  Edwards: Introduction to Graph