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Mathematical Foundations of Time Series Analysis

A Concise Introduction

  • Jan Beran

Table of contents

  1. Front Matter
    Pages i-ix
  2. Jan Beran
    Pages 1-4
  3. Jan Beran
    Pages 5-68
  4. Jan Beran
    Pages 161-202
  5. Jan Beran
    Pages 203-222
  6. Jan Beran
    Pages 223-239
  7. Jan Beran
    Pages 241-280
  8. Jan Beran
    Pages 281-291
  9. Back Matter
    Pages 293-307

About this book

Introduction

This book provides a concise introduction to the mathematical foundations of time series analysis, with an emphasis on mathematical clarity. The text is reduced to the essential logical core, mostly using the symbolic language of mathematics, thus enabling readers to very quickly grasp the essential reasoning behind time series analysis. It appeals to anybody wanting to understand time series in a precise, mathematical manner. It is suitable for graduate courses in time series analysis but is equally useful as a reference work for students and researchers alike.

Keywords

mathematical foundations spectral representation stationary processes stochastic processes time series analysis autorregressive processes inference parametric estimation ARMA ARCH

Authors and affiliations

  • Jan Beran
    • 1
  1. 1.Department of Mathematics and StatisticsUniversity of KonstanzKonstanzGermany

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-319-74380-6
  • Copyright Information Springer International Publishing AG, part of Springer Nature 2017
  • Publisher Name Springer, Cham
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-319-74378-3
  • Online ISBN 978-3-319-74380-6
  • Buy this book on publisher's site
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