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...

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书目详细资料
Main Authors: Deistler, Manfred (Author), Scherrer, Wolfgang (Author)
企业作者: Springer
格式: 图书
语言:英语
丛编:Lecture notes in statistics (Springer-Verlag), volume 224
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