Introduction to time series and forecasting / Peter J. Brockwell, Richard A. Davis |
Autore | Brockwell, Peter J. |
Edizione | [3. ed] |
Pubbl/distr/stampa | [Cham], : Springer, 2016 |
Descrizione fisica | XIV, 425 p. : ill. ; 24 cm |
Altri autori (Persone) | Davis, Richard A. |
Soggetto topico |
60J65 - Brownian motion [MSC 2020]
62-XX - Statistics [MSC 2020] 62H05 - Characterization and structure theory for multivariate probability distributions; copulas [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 62M15 - Inference from stochastic processes and spectral analysis [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 62P30 - Applications of statistics in engineering and industry; control charts [MSC 2020] 62P25 - Applications of statistics to social sciences [MSC 2020] 62P35 - Applications of statistics to physics [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] 60G25 - Prediction theory (aspects of stochastic processes) [MSC 2020] |
Soggetto non controllato |
Financial Time Series
Forecasting Forecasting techniques ITSM2000 Multivariate time series Spectral Analysis State-space models Stationary processes Univariate time series |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0114899 |
Brockwell, Peter J. | ||
[Cham], : Springer, 2016 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Introduction to time series and forecasting / Peter J. Brockwell, Richard A. Davis |
Autore | Brockwell, Peter J. |
Edizione | [3. ed] |
Pubbl/distr/stampa | [Cham], : Springer, 2016 |
Descrizione fisica | XIV, 425 p. : ill. ; 24 cm |
Altri autori (Persone) | Davis, Richard A. |
Soggetto topico |
60G25 - Prediction theory (aspects of stochastic processes) [MSC 2020]
60J65 - Brownian motion [MSC 2020] 62-XX - Statistics [MSC 2020] 62H05 - Characterization and structure theory for multivariate probability distributions; copulas [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62M15 - Inference from stochastic processes and spectral analysis [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 62P25 - Applications of statistics to social sciences [MSC 2020] 62P30 - Applications of statistics in engineering and industry; control charts [MSC 2020] 62P35 - Applications of statistics to physics [MSC 2020] |
Soggetto non controllato |
Financial Time Series
Forecasting Forecasting techniques ITSM2000 Multivariate time series Spectral Analysis State-space models Stationary processes Univariate time series |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00114899 |
Brockwell, Peter J. | ||
[Cham], : Springer, 2016 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|