Time series: a first course with bootstrap starter
Auteur :
McElroy, Tucker S. / Politis, Dimitris N.
Éditeur :
Taylor & Francis Inc
ISBN :
9781439876510
Date de publication :
9 déc. 2019
Dimensions :
23,4 x 15,6 cm
Poids :
1000 g
Langue :
Anglais
Pays d'origine :
USA
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