02209nam0 22004933i 450 VAN027821520240730042312.631N978303113213120240618d2022 |0itac50 baengCH|||| |||||Time Series ModelsManfred Deistler, Wolfgang ScherrerChamSpringer2022xiv, 201 p.ill.24 cm001VAN00019572001 Lecture notes in statistics210 New York [etc.]Springer1980-22462-XXStatistics [MSC 2020]VANC022998MF62H12Estimation in multivariate analysis [MSC 2020]VANC021210MF62M10Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020]VANC025079MF62M20Inference from stochastic processes and prediction; filtering [MSC 2020]VANC033691MF62P20Applications of statistics to economics [MSC 2020]VANC026444MFAR and ARMA ProcessesKW:KARCH and GARCH ModelsKW:KFactor modelsKW:KForecasting and FilteringKW:KGranger CausalityKW:KLinear Dynamical SystemsKW:KMultivariate time seriesKW:KState Space SystemsKW:KTime Series AnalysisKW:KTime and Frequency DomainKW:KWeakly stationary processesKW:KCHChamVANL001889DeistlerManfredVANV23073421011ScherrerWolfgangVANV2307351740160Springer <editore>VANV108073650ITSOL20240802RICAhttps://doi.org/10.1007/978-3-031-13213-1E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN0278215BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-Book 8928 08eMF8928 20240701 Time Series Models4165514UNICAMPANIA