Menu
Rendelés állapotának ellenőrzése
Kapcsolat
Könyv Time Series Models Manfred Deistler

Time Series Models

Szerző: Manfred Deistler, Wolfgang Scherrer
Nyelv: Angol
Kötés: Puha kötésű
Kiadó: Springer, Berlin
Elérhetőség: Beszállítói készleten
Küldés 5-8 napon belül
37 593 Ft
This textbook provides a self-contained presentation of the theory and models of time series analysi...

Információk a könyvről

Szerző
Manfred Deistler, Wolfgang Scherrer
Nyelv
Angol
Kötés
Könyv - Puha kötésű
Kiadva
2022
oldal
201
EAN
9783031132124
Enbook ID
39439340
Kiadó
Springer, Berlin
Súly
335
Méretek
155 x 235 x 12

Teljes leírás

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 examples and exercises. The first part presents the theory of weakly stationary processes in time and frequency domain, including prediction and filtering. The second part deals with multivariate AR, ARMA and state space models, which are the most important model classes for stationary processes, and addresses the structure of AR, ARMA and state space systems, Yule-Walker equations, factorization of rational spectral densities and Kalman filtering. Finally, there is a discussion of Granger causality, linear dynamic factor models and (G)ARCH models. The book provides a solid basis for advanced mathematics students and researchers in fields such as data-driven modeling, forecasting and filtering, which are important in statistics, control engineering, financial mathematics, econometrics and signal processing, among other subjects.

Érdekelheti

Introduction to Time Series and Forecasting

Peter J. Brockwell
33 854 Ft

Introductory Time Series with R

Paul S. P. Cowpertwait
22 593 Ft

Nonlinear Time Series Analysis

Holger Kantz
38 853 Ft

Introduction to Modern Time Series Analysis

Gebhard Kirchgassner
14 477 Ft

Technical Analysis of the Financial Markets

John J. Murphy
31 161 Ft

Palliative Care Formulary

Sarah Charlesworth
33 202 Ft

Rising Wolf, The White Blackfoot: Hugh Monroe's Story Of His First Year On The Plains (1918)

James Willard Schultz
10 993 Ft

It's The Liver Stupid: An Anti-aging and Healing Art That Really Works

MR James Robert Clark
4 561 Ft

Time-Series Prediction and Applications

Amit Konar
61 303 Ft

Slaveholders in Jamaica

Christer Petley
86 250 Ft

Bandersnatch

Diana Pavlac Glyer
7 321 Ft

Azok a vásárlók, akik ezt a könyvet megvásárolták, a következőket is megvásárolták

Welt am Draht

Fritz Müller-Scherz
4 860 Ft

Führungswechsel

Saskia Freye
12 976 Ft

Povyshenie jeffektivnosti processov v proizvodstve rezinovyh smesej

Artem Krolivets
20 682 Ft

Властелин колец

Джон Рональд Руэл Толкин
15 455 Ft

LEGO® NINJAGO® - Meine besten Freunde

3 399 Ft

Miki - Pričaj mi priču

5 284 Ft