Introduction to Time Series and Forecasting
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predictionforecastingregressiontime series[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=L%EF%BF%BD%EF%BF%BDvy+process&go=Go L��vy process]multivariate time seriesBrownian motionfinancial time seriesstate-space modelsfiltering[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=It%EF%BF%BD%EF%BF%BD+calculus&go=Go It�� calculus]auto-correlation
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Applications of statistics in engineering and industry; control charts (62P30) Software, source code, etc. for problems pertaining to statistics (62-04) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics to social sciences (62P25) Prediction theory (aspects of stochastic processes) (60G25) Inference from stochastic processes and spectral analysis (62M15) Applications of statistics to physics (62P35) Brownian motion (60J65) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)
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