عنوان
پدید آورنده
موضوع
رده
QA280
QA280
کتابخانه
محل استقرار
3319743805
9783319743806
3319743783
9783319743783
Mathematical foundations of time series analysis :
[Book]
a concise introduction /
Jan Beran.
Cham, Switzerland :
Springer,
2017.
1 online resource (ix, 307 pages)
Includes bibliographical references and index.
Introduction -- Typical assumptions -- Defining probability measure for time series -- Spectral representation of univariate time series -- Spectral representation of real valued vector time series -- Univariate ARMA processes -- Generalized autoregressive processes -- Prediction -- Inference for?,? and F.- Parametric estimation -- References.
0
This book provides a concise introduction to the mathematical foundations of time series analysis, with an emphasis on mathematical clarity. The text is reduced to the essential logical core, mostly using the symbolic language of mathematics, thus enabling readers to very quickly grasp the essential reasoning behind time series analysis. It appeals to anybody wanting to understand time series in a precise, mathematical manner. It is suitable for graduate courses in time series analysis but is equally useful as a reference work for students and researchers alike.
Springer Nature
com.springer.onix.9783319743806
9783319743783
Time-series analysis-- Mathematics.
Econometrics.
Probability Theory and Stochastic Processes.
Statistical Theory and Methods.
Statistics.
Econometrics.
Econometrics.
MATHEMATICS-- Applied.
MATHEMATICS-- Probability & Statistics-- General.
Probabilities.
Probability & statistics.
Statistics.
Time-series analysis.
MAT-- 003000
MAT-- 029000
PBT
519
.
5/5
23
QA280
Beran, Jan,1959-
20200823104908.0
pn
مطالعه متن کتاب [Book]
Y
