Introduction to Modern Time Series Analysis
Başlık:
Introduction to Modern Time Series Analysis
ISBN:
9783540732914
Personal Author:
Edition:
1st ed. 2007.
Yayın Bilgileri:
Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2007.
Fiziksel Tanımlama:
X, 274 p. 39 illus. online resource.
Contents:
and Basics -- Univariate Stationary Processes -- Granger Causality -- Vector Autoregressive Processes -- Nonstationary Processes -- Cointegration -- Autoregressive Conditional Heteroskedasticity.
Added Author:
Ek Kurum Yazarı:
Dil:
English