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Time Series

- A First Course with Bootstrap Starter

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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  • Språk:
  • Engelska
  • ISBN:
  • 9781032083308
  • Format:
  • Häftad
  • Sidor:
  • 586
  • Utgiven:
  • 30. juni 2021
  • Mått:
  • 234x159x43 mm.
  • Vikt:
  • 870 g.
Leveranstid: 2-4 veckor
Förväntad leverans: 24. december 2024
Förlängd ångerrätt till 31. januari 2025

Beskrivning av 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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