Bibliografia |
Appunti del Corso (Claps&Laio, .pdf file) Raccolta slide di G. Fonseca (.pdf file) |
Brockwell P.J. e Davis R., Introduction to time series and forecasting (2nd ed.), Springer, 2002 Bras, R. L. and I. Rodriguez-Iturbe. Random functions and Hydrology, Dover Publications, New York, 1985. Chatfield C., The analysis of time series (4th ed.), Chapman and Hall, 1989. Claps P. and F. Rossi, Conceptually-based univariate stochastic modelling of river runoff, Excerpta, n.8, 95-133, 1995. Di Fonzo T. e Lisi F., Complementi di statistica economica (Analisi delle serie storiche univariate), Cleup Editrice, Padova, 2000. Mc Mahon, T.A., Mein, R.G. River and reservoir yield. Water Resources Publication. Colorado, 1986. Salas, J. D., J.W. Delleur, V. Yevjevich and W.L. Lane. Applied modeling of hydrologic time series, Water Resources Publications, Littleton, Colorado, 1980. Vajani L., Analisi statistica delle serie temporali. 2 Volumi. CLEUP (Padova), 1984. |
Testi avanzati |
Hamilton J.D., Time series analysis, Princeton University Press,
1994. Brockwell P.J. e Davis R., Time series: theory and methods (2nd ed.), Springer, 1998 Granger C.W. e Terasvirta T., Modelling nonlinear economic relationships, Oxford University Press, 1993. Priestley M.B., Non-linear and non-stationary time series analysis, Academic Press, 1988. Tong H., Non-linear time series: a dynamical system approach, Oxford University Press, 1990. |