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Beran, Jan

Mathematical Foundations of Time Series Analysis

Beran, Jan - Mathematical Foundations of Time Series Analysis, ebook

130,70€

Ebook, PDF with Adobe DRM
ISBN: 9783319743806
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Table of contents

1. Introduction
Jan Beran

2. Typical Assumptions
Jan Beran

3. Defining Probability Measures for Time Series
Jan Beran

4. Spectral Representation of Univariate Time Series
Jan Beran

5. Spectral Representation of Real Valued Vector Time Series
Jan Beran

6. Univariate ARMA Processes
Jan Beran

7. Generalized Autoregressive Processes
Jan Beran

8. Prediction
Jan Beran

9. Inference for μ, γ and F

Jan Beran

10. Parametric Estimation
Jan Beran

Keywords: Statistics, Statistical Theory and Methods, Econometrics, Probability Theory and Stochastic Processes

Author(s)
Publisher
Springer
Publication year
2017
Language
en
Edition
1
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9783319743806
Printed ISBN
978-3-319-74378-3

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