Mathematical Foundations of Time Series Analysis

DOI10.1007/978-3-319-74380-6MaRDI QIDQ4583136zbMATH OpenOpenAlexFDO

Authors Jan Beran

Publication date 27 August 2018

Full work available at URL https://doi.org/10.1007/978-3-319-74380-6

zbMATH Keywords

stationaritycoherenceARMAGaussian processautocovariance functionspectral representationlinear processergodic propertymain principles of time series analysis

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

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(7)

• Foundations of time series analysis and prediction theory
• An Introduction to Discrete‐Valued Time Series
• Introduction to time series.
• Spectral analysis of multifractional LRD functional time series
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• Seasonal generalized AR models
• Multidimensional stationary time series. Dimension reduction and prediction

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