Mathematical Foundations of Time Series Analysis A Concise Introduction /

• Κύριος συγγραφέας: Beran, Jan (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2017.
• Έκδοση: 1st ed. 2017.
• Θέματα: Statistics .; Econometrics.; Probabilities.; Statistical Theory and Methods.; Probability Theory and Stochastic Processes.

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...

Πίνακας περιεχομένων:

• 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.