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

ARMAautocovariance functioncoherenceergodic propertyGaussian processlinear processmain principles of time series analysisspectral representationstationarity

Mathematics Subject Classification ID

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

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(10)

• Spectral analysis of multifractional LRD functional time series
• Introduction to time series.
• Foundations of time series analysis and prediction theory
• scientific article; zbMATH DE number 3866427 (Why is no real title available?)
• An Introduction to Discrete‐Valued Time Series
• Multidimensional stationary time series. Dimension reduction and prediction
• Seasonal generalized AR models
• An LRD spectral test for irregularly discretely observed functional time series in manifolds
• Testing LRD in the spectral domain for functional time series in manifolds
• LRD spectral analysis of multifractional functional time series on manifolds

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