Time Series Models
Paperback/Mathematics 215 pages English Oct 22, 2022
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Preface.- 1 Time Series and Stationary Processes.- 2 Prediction.- 3 Spectral Representation.- 4 Filter.- 5 Autoregressive Processes.- 6 ARMA Systems and ARMA Processes.- 7 State-Space Systems.- 8 Models with Exogenous Variables.- 9 Granger Causality.- 10 Dynamic Factor Models.- 10 ARCH and GARCH Models.- Index.
- Author:
- Manfred Deistler, Wolfgang Scherrer
- Publisher:
- Springer
- Publication Date:
- Oct 22, 2022
- Number of pages:
- 215 pages
- Language:
- English
- Binding:
- Paperback/Mathematics
- ISBN-10:
- 3031132122
- ISBN-13:
- 9783031132124