Time Series - A First Course With Bootstrap Starter

Summary

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

Product details

• Authors: Tucker S. McElroy, Tucker S. (U.s. Census Bureau Mcelroy, Tucker S. Politis Mcelroy, McElroy Tucker S., Dimitris N. Politis, Dimitris N. Mcelroy Politis, Politis Dimitris N.
• Publisher: Taylor & Francis Ltd.
• Languages: English
• Product format: Hardback
• Released: 09.12.2019
• EAN: 9781439876510
• ISBN: 978-1-4398-7651-0
• No. of pages: 586
• Series: Chapman & Hall/CRC Texts in Statistical Science
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics; MATHEMATICS / Probability & Statistics / General, BUSINESS & ECONOMICS / Econometrics, Mathematics, Economic statistics, Probability & statistics, Econometrics, Probability and statistics, Econometrics and economic statistics