Time series: a first course with bootstrap starter
Auteur :
Politis, Dimitris N. / McElroy, Tucker S.
Éditeur :
Taylor & Francis Ltd
ISBN :
9781032083308
Date de publication :
30 juin 2021
Dimensions :
23,4 x 15,6 cm
Poids :
825 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
The book provides the foundation of time series methods, including linear filters and a geometric approach to prediction. The important paradigm of ARMA models is studied in-depth, as well as frequency domain methods. Entropy and other information theoretic notions are introduced, with applications to time series modeling