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| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
230902b xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9783031132124 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
519.55 |
| Item number |
DEI |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Deistler, Manfred |
| 245 ## - TITLE STATEMENT |
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| Title |
Time series models |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Name of publisher, distributor, etc |
Springer, |
| Date of publication, distribution, etc |
2022 |
| Place of publication, distribution, etc |
Cham : |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xiv, 201 p. ; |
| Other physical details |
ill., (some col.), |
| Dimensions |
24 cm |
| 365 ## - TRADE PRICE |
|---|
| Price amount |
84.99 |
| Price type code |
EUR |
| Unit of pricing |
94.90 |
| 490 ## - SERIES STATEMENT |
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| Series statement |
Lecture notes in statistics; |
| Volume number/sequential designation |
v224 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
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| Bibliography, etc |
Includes bibliographical references and index. |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc |
This textbook provides a self-contained presentation of the theory and models of time series analysis. Putting an emphasis on weakly stationary processes and linear dynamic models, it describes the basic concepts, ideas, methods and results in a mathematically well-founded form and includes numerous examples and exercises. The first part presents the theory of weakly stationary processes in time and frequency domain, including prediction and filtering. The second part deals with multivariate AR, ARMA and state space models, which are the most important model classes for stationary processes, and addresses the structure of AR, ARMA and state space systems, Yule-Walker equations, factorization of rational spectral densities and Kalman filtering. Finally, there is a discussion of Granger causality, linear dynamic factor models and (G)ARCH models. The book provides a solid basis for advanced mathematics students and researchers in fields such as data-driven modeling, forecasting and filtering, which are important in statistics, control engineering, financial mathematics, econometrics and signal processing, among other subjects. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Stationary processes |
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| Topical term or geographic name as entry element |
Time-series analysis |
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| Topical term or geographic name as entry element |
Time-series mathematical models |
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| Topical term or geographic name as entry element |
Stochastic Processes |
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| Topical term or geographic name as entry element |
Imaging systems |
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| Topical term or geographic name as entry element |
ARMA processes |
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| Topical term or geographic name as entry element |
Covariance function |
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| Topical term or geographic name as entry element |
Granger causality |
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| Topical term or geographic name as entry element |
Hillbert space |
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| Topical term or geographic name as entry element |
Kalman filter |
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| Topical term or geographic name as entry element |
Polynomial matrix |
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| Topical term or geographic name as entry element |
Positive semidefinite |
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| Topical term or geographic name as entry element |
Random variables |
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| Topical term or geographic name as entry element |
Spectral density |
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| Topical term or geographic name as entry element |
Square integrable' Stationary process |
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| Topical term or geographic name as entry element |
Transfer function |
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| Topical term or geographic name as entry element |
White noise |
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| Topical term or geographic name as entry element |
Wiener filter |
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| Topical term or geographic name as entry element |
Wold decomposition |
| 700 ## - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Scherrer, Wolfgang |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
|
| Item type |
Books |