Mathematical Foundations of Time Series Analysis
DOI10.1007/978-3-319-74380-6zbMATH Open1414.62001OpenAlexW2794209175MaRDI QIDQ4583136FDOQ4583136
Authors: Jan Beran
Publication date: 27 August 2018
Full work available at URL: https://doi.org/10.1007/978-3-319-74380-6
Recommendations
- Foundations of time series analysis and prediction theory
- scientific article; zbMATH DE number 994415
- scientific article; zbMATH DE number 2012512
- Time series: Theory and methods
- Time series: theory and methods
- Introduction to modern time series analysis
- scientific article; zbMATH DE number 5294498
- scientific article; zbMATH DE number 45801
- Introduction to modern time series analysis.
- Time series: theory and methods.
stationaritycoherenceARMAGaussian processautocovariance functionspectral representationlinear processergodic propertymain principles of time series analysis
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)
Cited In (7)
- Multidimensional stationary time series. Dimension reduction and prediction
- Spectral analysis of multifractional LRD functional time series
- Title not available (Why is that?)
- Foundations of time series analysis and prediction theory
- An Introduction to Discrete‐Valued Time Series
- Introduction to time series.
- Seasonal generalized AR models
This page was built for publication: Mathematical Foundations of Time Series Analysis
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4583136)