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Frantiesk Stulajter - Predictions in Time Series Using Regression Models - 9780387953502 - V9780387953502
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Predictions in Time Series Using Regression Models

€ 67.53
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Description for Predictions in Time Series Using Regression Models Hardback. Addresses the problems of prediction of time series by using regression models on mean values and covariance functions. This book is suitable for researchers. Num Pages: 233 pages, 5 black & white illustrations, biography. BIC Classification: PBT. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 234 x 156 x 15. Weight in Grams: 543.
Books on time series models deal mainly with models based on Box-Jenkins methodology which is generally represented by autoregressive integrated moving average models or some nonlinear extensions of these models, such as generalized autoregressive conditional heteroscedasticity models. Statistical inference for these models is well developed and commonly used in practical applications, due also to statistical packages containing time series analysis parts. The present book is based on regression models used for time series. These models are used not only for modeling mean values of observed time se­ ries, but also for modeling their covariance functions which are often given parametrically. ... Read more

Product Details

Format
Hardback
Publication date
2002
Publisher
Springer-Verlag New York Inc. United States
Number of pages
233
Condition
New
Number of Pages
233
Place of Publication
New York, NY, United States
ISBN
9780387953502
SKU
V9780387953502
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15

Reviews for Predictions in Time Series Using Regression Models
From the reviews: "The book is useful for students and researchers of mathematical statistics, economical and financial mathematics and management with an important mathematical focus." -Mathematical Reviews "[This book] is an excellent reference book for researchers with an interest in mathematical statistics, econometric theory, or applied econometrics … I strongly recommend it to anyone interested in ... Read more

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