Time Series Models

by Wolfgang Scherrer and Manfred Deistler

Preface.- 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.

• Format: Paperback
• Language: English
• ISBN: 3031132122
• ISBN13: 9783031132124
• Release Date: October 2022
• Publisher: Springer
• Length: 201 Pages
• Weight: 0.68 lbs.
• Dimensions: 0.5" x 6.1" x 9.2"