000 03364nam a22005655i 4500
001 978-3-319-74380-6
003 DE-He213
005 20210118123143.0
007 cr nn 008mamaa
008 180323s2017 gw | s |||| 0|eng d
020 _a9783319743806
_9978-3-319-74380-6
024 7 _a10.1007/978-3-319-74380-6
_2doi
050 4 _aQA276-280
072 7 _aPBT
_2bicssc
072 7 _aMAT029000
_2bisacsh
072 7 _aPBT
_2thema
082 0 4 _a519.5
_223
100 1 _aBeran, Jan.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
245 1 0 _aMathematical Foundations of Time Series Analysis
_h[electronic resource] :
_bA Concise Introduction /
_cby Jan Beran.
250 _a1st ed. 2017.
264 1 _aCham :
_bSpringer International Publishing :
_bImprint: Springer,
_c2017.
300 _aIX, 307 p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
505 0 _aIntroduction -- 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.
520 _aThis 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.
650 0 _aStatistics .
650 0 _aEconometrics.
650 0 _aProbabilities.
650 1 4 _aStatistical Theory and Methods.
_0http://scigraph.springernature.com/things/product-market-codes/S11001
650 2 4 _aEconometrics.
_0http://scigraph.springernature.com/things/product-market-codes/W29010
650 2 4 _aProbability Theory and Stochastic Processes.
_0http://scigraph.springernature.com/things/product-market-codes/M27004
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783319743783
776 0 8 _iPrinted edition:
_z9783319743790
776 0 8 _iPrinted edition:
_z9783030089757
856 4 0 _uhttps://doi.org/10.1007/978-3-319-74380-6
912 _aZDB-2-SMA
999 _c445974
_d445974
942 _cEB
506 _aAvailable to subscribing member institutions only. Доступно лише організаціям членам підписки.
506 _fOnline access from local network of NaUOA.
506 _fOnline access with authorization at https://link.springer.com/
506 _fОнлайн-доступ з локальної мережі НаУОА.
506 _fОнлайн доступ з авторизацією на https://link.springer.com/