Bibliografia
Principal
- Statistics and Data Analysis for Financial Engineering:
Ruppert D.
2001
Springer, New York
- Time Series Analysis and its Applications: with R Examples:
Shumway, Robert H., Stoffer, David S.
2011
3rd Edition. Springer, New York
Secundária
- Introductory Time Series with R:
Cowperwait P. S. P., Metcalfe A. V.
2009
Springer, New York
- Forecasting, structural time series models and the Kalman filter technique:
Harvey A.C.
1991
Cambridge University Press
- Time Series Analysis. Univariate and Multivariate Methods:
Wei, W. W. S.
2006
2nd Edition. Addison Wesley/Pearson, Boston, MA