Time series models

This textbook provides a self-contained presentation of the theory and models of time series analysis. Putting an emphasis on weakly stationary processes and linear dynamic models, it describes the basic concepts, ideas, methods and results in a mathematically well-founded form and includes numerous...

وصف كامل

التفاصيل البيبلوغرافية
المؤلفون الرئيسيون: Deistler, Manfred (مؤلف), Scherrer, Wolfgang (مؤلف)
مؤلف مشترك: Springer
التنسيق: كتاب
اللغة:English
سلاسل:Lecture notes in statistics (Springer-Verlag), volume 224
الموضوعات: