Cover Image
Read Now

Time Series Models

This textbook provides a self-contained presentation of the theory and models of time series analysis. Putting an emphasis on weakly stationary processes and linear dynamic models, it describes the basic concepts, ideas, methods and results in a mathematically well-founded form and includes numerous...

Full description

Bibliographic Details
Main Authors: Deistler, Manfred, Scherrer, Wolfgang (Author)
Format: eBook
Language:English
Published: Cham Springer International Publishing 2022, 2022
Edition:1st ed. 2022
Series:Lecture Notes in Statistics
Subjects:
Statistical Theory And Methods
Statistics 
Time-series Analysis
Time Series Analysis
Signal, Speech And Image Processing
Statistics In Engineering, Physics, Computer Science, Chemistry And Earth Sciences
Stochastic Processes
Econometrics
Signal Processing
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Table of Contents:
  • Preface
  • 1 Time Series and Stationary Processes
  • 2 Prediction
  • 3 Spectral Representation
  • 4 Filter
  • 5 Autoregressive Processes
  • 6 ARMA Systems and ARMA Processes
  • 7 State-Space Systems
  • 8 Models with Exogenous Variables
  • 9 Granger Causality
  • 10 Dynamic Factor Models
  • 10 ARCH and GARCH Models
  • Index

Similar Items