LEADER 02209nam0 22004933i 450 001 VAN0278215 005 20240730042312.631 017 70$2N$a9783031132131 100 $a20240618d2022 |0itac50 ba 101 $aeng 102 $aCH 105 $a|||| ||||| 200 1 $aTime Series Models$fManfred Deistler, Wolfgang Scherrer 210 $aCham$cSpringer$d2022 215 $axiv, 201 p.$cill.$d24 cm 410 1$1001VAN0001957$12001 $aLecture notes in statistics$1210 $aNew York [etc.]$cSpringer$d1980-$v224 606 $a62-XX$xStatistics [MSC 2020]$3VANC022998$2MF 606 $a62H12$xEstimation in multivariate analysis [MSC 2020]$3VANC021210$2MF 606 $a62M10$xTime series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020]$3VANC025079$2MF 606 $a62M20$xInference from stochastic processes and prediction; filtering [MSC 2020]$3VANC033691$2MF 606 $a62P20$xApplications of statistics to economics [MSC 2020]$3VANC026444$2MF 610 $aAR and ARMA Processes$9KW:K 610 $aARCH and GARCH Models$9KW:K 610 $aFactor models$9KW:K 610 $aForecasting and Filtering$9KW:K 610 $aGranger Causality$9KW:K 610 $aLinear Dynamical Systems$9KW:K 610 $aMultivariate time series$9KW:K 610 $aState Space Systems$9KW:K 610 $aTime Series Analysis$9KW:K 610 $aTime and Frequency Domain$9KW:K 610 $aWeakly stationary processes$9KW:K 620 $aCH$dCham$3VANL001889 700 1$aDeistler$bManfred$3VANV230734$021011 701 1$aScherrer$bWolfgang$3VANV230735$01740160 712 $aSpringer $3VANV108073$4650 801 $aIT$bSOL$c20240802$gRICA 856 4 $uhttps://doi.org/10.1007/978-3-031-13213-1$zE-book ? Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o Shibboleth 899 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$1IT-CE0120$2VAN08 912 $fN 912 $aVAN0278215 950 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08CONS e-Book 8928 $e08eMF8928 20240701 996 $aTime Series Models$94165514 997 $aUNICAMPANIA