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Time Series

- A First Course with Bootstrap Starter

af Dimitris N. Politis
Time Series af Dimitris N. Politis
Bag om Time Series

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

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781032083308
  • Indbinding:
  • Paperback
  • Sideantal:
  • 586
  • Udgivet:
  • 30. Juni 2021
  • Størrelse:
  • 234x159x43 mm.
  • Vægt:
  • 870 g.
  • 2-3 uger.
  • 9. Oktober 2024

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- Adgang til 70.000+ titler
- Ingen binding

Abonnementet koster 75 kr./md.
Ingen binding og kan opsiges når som helst.

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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

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