ARIMA Time Series Models

  • Jürgen Franke
  • Wolfgang Karl Härdle
  • Christian Matthias Hafner
Part of the Universitext book series (UTX)


In this chapter we will deal with classic, linear time series analysis. At first we will define the general linear process.


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© Springer Nature Switzerland AG 2019

Authors and Affiliations

  • Jürgen Franke
    • 1
  • Wolfgang Karl Härdle
    • 2
  • Christian Matthias Hafner
    • 3
  1. 1.Department of MathematicsTechnische Universität KaiserslauternKaiserslauternGermany
  2. 2.Ladislaus von Bortkiewicz Chair of StatisticsHumboldt-Universität BerlinBerlinGermany
  3. 3.Louvain Institute of Data Analysis and Modeling in Economics and StatisticsUCLouvainLouvain-la-NeuveBelgium

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