Introduction to Modern Time Series Analysis
Main Authors: | , |
---|---|
Corporate Author: | |
Format: | Electronic eBook |
Language: | English |
Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2007.
|
Subjects: | |
Online Access: | Full Text via HEAL-Link |
Table of Contents:
- and Basics
- Univariate Stationary Processes
- Granger Causality
- Vector Autoregressive Processes
- Nonstationary Processes
- Cointegration
- Autoregressive Conditional Heteroskedasticity.