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Predictions in Time Series Using Regression Models

Name: Predictions in Time Series Using Regression Models
Brand: Springer-Verlag New York Inc.
SKU: 01384364
Price: 57.79 EUR
Availability: InStock
Author: Frantisek Stulajter
ISBN: 9780387953502

Frantisek Stulajter

Lingua

Inglese

Libro Rigido

Codice Libristo: 01384364

Casa editrice Springer-Verlag New York Inc., aprile 2002

This book deals with the statistical analysis of time series and covers situations that do not fit i... Descrizione completa

Codice Libristo: 01384364

141 b

57.79 €

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This book deals with the statistical analysis of time series and covers situations that do not fit into the framework of stationary time series, as described in classic books by Box and Jenkins, Brockwell and Davis and others. Estimators and their properties are presented for regression parameters of regression models describing linearly or nonlineary the mean and the covariance functions of general time series. Using these models, a cohesive theory and method of predictions of time series are developed. The methods are useful for all applications where trend and oscillations of time correlated data should be carefully modeled, e.g., ecology, econometrics, and finance series. The book assumes a good knowledge of the basis of linear models and time series.

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Informazioni sul libro

Titolo completo Predictions in Time Series Using Regression Models

Autore Frantisek Stulajter

Lingua

Inglese

Rilegatura Libro - Rigido

Data di pubblicazione 2002

Numero di pagine 233

EAN 9780387953502

ISBN 0387953507

Codice Libristo 01384364

Casa editrice Springer-Verlag New York Inc.

Peso 543

Dimensioni 155 x 235 x 16

Categorie

Matematica e Scienze > Matematica > Matematica applicata > Stocastica

Economia, Finanza, Imprenditoria e Management > Economia > Econometria e statistiche economiche

Economia, Finanza, Imprenditoria e Management > Finanza e contabilità > Finanza

Matematica e Scienze > Matematica > Probabilità e statistica

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