Introduction to modern time series analysis.

DOI10.1007/978-3-642-33436-8MaRDI QIDQ455377zbMATH OpenOpenAlexFDO

Authors Jürgen Wolters, Uwe Hassler, Gebhard Kirchgaessner

Publication date 5 October 2012

Published in Springer Texts in Business and Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-33436-8

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

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• Applied Time Series Econometrics
• Persistence under temporal aggregation and differencing
• Mathematical Foundations of Time Series Analysis

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