Abstract
In this chapter we will deal with classic, linear time series analysis. At first we will define the general linear process.
This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
Box, G. E. P., & Jenkins, G. M. (1976). Time series analysis: Forecasting and control. San Francisco: Holden-Day.
Brockwell, P., & Davis, R. (1991). Time series: Theory and methods. Springer-Verlag.
Gouriéroux, C., & Monfort, A. (1996). Time series models. Economica.
Hamilton, J. D. (1994). Time series analysis. Princeton, NJ: Princeton University Press.
Schlittgen, R., & Streitberg, B. (1995). Zeitreihenanalyse. Oldenbourg.
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 2019 Springer Nature Switzerland AG
About this chapter
Cite this chapter
Franke, J., Härdle, W.K., Hafner, C.M. (2019). ARIMA Time Series Models. In: Statistics of Financial Markets. Universitext. Springer, Cham. https://doi.org/10.1007/978-3-030-13751-9_12
Download citation
DOI: https://doi.org/10.1007/978-3-030-13751-9_12
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-030-13750-2
Online ISBN: 978-3-030-13751-9
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)