Time Series Models / Manfred Deistler, Wolfgang Scherrer

• Autore: Deistler, Manfred
• Pubblicazione: Cham, : Springer, 2022
• Descrizione fisica: xiv, 201 p. : ill. ; 24 cm
• Soggetto topico: 62-XX - Statistics [MSC 2020]; 62H12 - Estimation in multivariate analysis [MSC 2020]; 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020]; 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020]; 62P20 - Applications of statistics to economics [MSC 2020]
• Soggetto non controllato: AR and ARMA Processes; ARCH and GARCH Models; Factor models; Forecasting and Filtering; Granger Causality; Linear Dynamical Systems; Multivariate time series; State Space Systems; Time Series Analysis; Time and Frequency Domain; Weakly stationary processes
• Altri autori: Scherrer, Wolfgang
• Titolo autorizzato: Time Series Models
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN00278215
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: https://doi.org/10.1007/978-3-031-13213-1
• Serie: Lecture notes in statistics New York [etc.] . -Springer , 1980- ; 224