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Mathematical Foundations of Time Series Analysis: A Concise Introduction /
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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
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Probabilities
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Probability theory and stochastic processes
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Statistical Theory and Methods
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Statistics
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Authors:
Beran, Jan
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Corporate Authors:
SpringerLink (Online service)
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Classification:
519.5
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