Mathematical Foundations of Time Series Analysis A Concise Introduction /

• Main Author: Beran, Jan (Author, http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
• Edition: 1st ed. 2017.
• Subjects: 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...

Table of Contents:

• 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.