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OverviewFull Product DetailsAuthor: Manfred Deistler , Wolfgang ScherrerPublisher: Springer International Publishing AG Imprint: Springer International Publishing AG Edition: 1st ed. 2022 Volume: 224 Weight: 0.338kg ISBN: 9783031132124ISBN 10: 3031132122 Pages: 201 Publication Date: 22 October 2022 Audience: Professional and scholarly , Professional & Vocational Format: Paperback Publisher's Status: Active Availability: Manufactured on demand  We will order this item for you from a manufactured on demand supplier. Language: English Table of ContentsPreface.- 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.Reviews“This lecture note is recommended as a textbook that is quite plainly written for graduate students and research workers who are interested in deeply understanding time series modeling.” (Yuzo Hosoya, Mathematical Reviews, October, 2023) Author InformationManfred Deistler is Emeritus Professor of Econometrics and System Theory at the Institute of Statistics and Mathematical Methods in Economics at the TU Wien, Vienna, Austria. His research interests include time series analysis, systems identification and econometrics. He is a Fellow of the Econometric Society, the IEEE, and the Journal of Econometrics. Wolfgang Scherrer is a Professor of Econometrics and System Theory at the Institute of Statistics and Mathematical Methods in Economics at the TU Wien, Vienna, Austria. His research interests include time series analysis, econometrics, dynamic factor models and applications in the area of energy supply. Tab Content 6Author Website:Countries AvailableAll regions |
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