عنوان
پدید آورنده
موضوع
رده
QA280 .S82 2002
QA280
.
S82
2002
کتابخانه
محل استقرار
0387953507
1441929657
9780387953502
9781441929655
dltt
Predictions in time series using regression models /
[Book]
František Štulajter
viii, 231 pages :
illustrations ;
25 cm
Includes bibliographical references (pages 223-227) and index
Hilbert spaces and statistics -- Random processes and time series -- Estimation of time series parameters -- Predictions of time series -- Empirical predictors
0
"This book deals with the statistical analysis of time series and covers situations that do not fit into the framework of stationary time series, as described in classic books by Box and Jenkins, Brockwell and Davis, and others. Estimators and their properties are presented for regression parameters of regression models describing linearly or nonlinearly the mean and the covariance functions of general time series. Using these models, a cohesive theory and methods of predictions of time series are developed. The methods are useful for all applications where trend and oscillations of time correlated data should be carefully modeled, e.g., ecology, econometrics, and finance series
The book assumes a good knowledge of the basis of linear models and time series."--Jacket
Regression analysis
Time-series analysis
Analyse de régression
série chronologique
QA
519
.
5/5
22
QA280
.
S82
2002
Štulajter, František
20160712072053.0
مطالعه متن کتاب [Book]
Y
