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Time Series Models / Manfred Deistler, Wolfgang Scherrer
| Time Series Models / Manfred Deistler, Wolfgang Scherrer |
| Autore | Deistler, Manfred |
| Pubbl/distr/stampa | Cham, : Springer, 2022 |
| Descrizione fisica | xiv, 201 p. : ill. ; 24 cm |
| Altri autori (Persone) | Scherrer, Wolfgang |
| 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 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0278215 |
Deistler, Manfred
|
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| Cham, : Springer, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Time Series Models / Manfred Deistler, Wolfgang Scherrer
| Time Series Models / Manfred Deistler, Wolfgang Scherrer |
| Autore | Deistler, Manfred |
| Pubbl/distr/stampa | Cham, : Springer, 2022 |
| Descrizione fisica | xiv, 201 p. : ill. ; 24 cm |
| Altri autori (Persone) | Scherrer, Wolfgang |
| 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 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00278215 |
|
Deistler, Manfred
|
||
| Cham, : Springer, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||