Mathematical Foundations of Time Series Analysis

Jan Beran ()
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Jan Beran: University of Konstanz, Department of Mathematics and Statistics

in Springer Books from Springer

Date: 2017
ISBN: 978-3-319-74380-6
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Chapters in this book:

Ch Chapter 1 Introduction

Jan Beran

Ch Chapter 10 Parametric Estimation

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Ch Chapter 2 Typical Assumptions

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Ch Chapter 3 Defining Probability Measures for Time Series

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Ch Chapter 4 Spectral Representation of Univariate Time Series

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Ch Chapter 5 Spectral Representation of Real Valued Vector Time Series

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Ch Chapter 6 Univariate ARMA Processes

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Ch Chapter 7 Generalized Autoregressive Processes

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Ch Chapter 8 Prediction

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Ch Chapter 9 Inference for μ, γ and F

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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprbok:978-3-319-74380-6

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DOI: 10.1007/978-3-319-74380-6

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