Jan Beran
Springer International Publishing
e druk, 2018
9783319743783
Mathematical Foundations of Time Series Analysis
A Concise Introduction
Specificaties
Gebonden, blz.
|
Engels
Springer International Publishing |
2018
ISBN13: 9783319743783
Rubricering
Levertijd ongeveer 9 werkdagen
Gratis verzonden
Samenvatting
This book provides a concise introduction to the mathematical foundations of time series analysis, with an emphasis on mathematical clarity. The text is reduced to the essential logical core, mostly using the symbolic language of mathematics, thus enabling readers to very quickly grasp the essential reasoning behind time series analysis. It appeals to anybody wanting to understand time series in a precise, mathematical manner. It is suitable for graduate courses in time series analysis but is equally useful as a reference work for students and researchers alike.
Specificaties
ISBN13:9783319743783
Taal:Engels
Bindwijze:gebonden
Uitgever:Springer International Publishing
Inhoudsopgave
Introduction.- Typical assumptions.- Defining probability measure for time series.- Spectral representation of univariate time series.- Spectral representation of real valued vector time series.- Univariate ARMA processes.- Generalized autoregressive processes.- Prediction.- Inference for μ, γ and F.- Parametric estimation.- References.