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Mathematical Foundations of Time Series Analysis

A Concise Introduction

Medium: Buch
ISBN: 978-3-030-08975-7
Verlag: Springer International Publishing
Erscheinungstermin: 11.12.2018
Lieferfrist: bis zu 10 Tage

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.


Produkteigenschaften


  • Artikelnummer: 9783030089757
  • Medium: Buch
  • ISBN: 978-3-030-08975-7
  • Verlag: Springer International Publishing
  • Erscheinungstermin: 11.12.2018
  • Sprache(n): Englisch
  • Auflage: Softcover Nachdruck of the original 1. Auflage 2017
  • Produktform: Kartoniert, Previously published in hardcover
  • Gewicht: 487 g
  • Seiten: 307
  • Format (B x H x T): 155 x 235 x 18 mm
  • Ausgabetyp: Kein, Unbekannt
Autoren/Hrsg.

Autoren

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, ? and F.- Parametric estimation.- References.