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Catalogue Information
Field name	Details
Dewey Class	519.5
Title	Mathematical Foundations of Time Series Analysis ([EBook]) : A Concise Introduction / / by Jan Beran.
Author	Beran, Jan
Other name(s)	SpringerLink (Online service)
Publication	Cham : : Springer International Publishing : : Imprint: Springer, , 2017.
Physical Details	IX, 307 p. : online resource.
ISBN	9783319743806
Summary Note	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.:
Contents note	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 ?, ? and F.-?Parametric estimation -- References.
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site	http://dx.doi.org/10.1007/978-3-319-74380-6
Links to Related Works	Subject References: Econometrics . Probabilities . Probability theory and stochastic processes . Statistical Theory and Methods . Statistics . Authors: Beran, Jan . Corporate Authors: SpringerLink (Online service) . Classification: 519.5 .

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Mathematical Foundations of Time Series Analysis: A Concise Introduction /

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