TY  - BOOK
AU  - Beran,Jan
ED  - SpringerLink (Online service)
TI  - Mathematical Foundations of Time Series Analysis: A Concise Introduction 
SN  - 9783319743806
AV  - QA276-280 
U1  - 519.5 23
PY  - 2017///
CY  - Cham
PB  - Springer International Publishing, Imprint: Springer
KW  - Statistics 
KW  - Econometrics
KW  - Probabilities
KW  - Statistical Theory and Methods
KW  - Probability Theory and Stochastic Processes
N1  - Introduction -- Typical assumptions -- Defining probability measure for time series -- Spectral representation of univariate time series -- Spectral representation of real valued vector time series -- Univariate ARMA processes -- Generalized autoregressive processes -- Prediction -- Inference for μ, γ and F -- Parametric estimation -- References; Available to subscribing member institutions only. Доступно лише організаціям членам підписки
N2  - This book provides a concise introduction to the mathematical foundations of time series analysis, with an emphasis on mathematical clarity. The text is reduced to the essential logical core, mostly using the symbolic language of mathematics, thus enabling readers to very quickly grasp the essential reasoning behind time series analysis. It appeals to anybody wanting to understand time series in a precise, mathematical manner. It is suitable for graduate courses in time series analysis but is equally useful as a reference work for students and researchers alike
UR  - https://doi.org/10.1007/978-3-319-74380-6
ER  -