Introduction to Modern Time Series Analysis

Autor:: Gebhard Kirchgässner , Jürgen Wolters
Wydawnictwo:: Springer-Verlag GmbH
Liczba stron:: 274
Format:: 238 mm x 159 mm x 16 mm
ISBN-13/EAN:: 9783540687351
ISBN-10:: 3540687351
Rok wydania:: sierpień 2008 r.
Waga:: 443 g
Realizacja:: ok. 7-10 dni + wysyłka

Introduction to Modern Time Series Analysis, sierpień 2008 r. : This book contains the most important approaches to analyze time series which may be stationary or nonstationary. It starts with modeling and forecasting univariate time series and then presents Granger causality tests and vector autoregressive models for multiple stationary time series. It also covers modeling volatilities of financial time series with autoregressive conditional heteroskedastic models.

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