Kniha momentálne nie je na sklade
Introduction to modern time series analysis
Autori
Parametre
Viac o knihe
This book contains the most important approaches to analyze time series which may be stationary or nonstationary. It starts with modeling and forecasting univariate time series and then presents Granger causality tests and vector autoregressive models for multiple stationary time series. It also covers modeling volatilities of financial time series with autoregressive conditional heteroskedastic models.
Nákup knihy
Introduction to modern time series analysis, Gebhard Kirchgässner
- Jazyk
- Rok vydania
- 2013
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Platobné metódy
2021 2022 2023
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- Titul
- Introduction to modern time series analysis
- Jazyk
- anglicky
- Autori
- Gebhard Kirchgässner
- Vydavateľ
- Springer
- Rok vydania
- 2013
- Väzba
- pevná
- ISBN10
- 3642334350
- ISBN13
- 9783642334351
- Séria
- Springer texts in business and economics
- Kategórie
- Podnikanie a ekonómia
- Anotácia
- This book contains the most important approaches to analyze time series which may be stationary or nonstationary. It starts with modeling and forecasting univariate time series and then presents Granger causality tests and vector autoregressive models for multiple stationary time series. It also covers modeling volatilities of financial time series with autoregressive conditional heteroskedastic models.