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

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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)

Cited In (6)

• 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

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