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Predictions in Time Series Using Regression Models

Language EnglishEnglish
Book Hardback
Book Predictions in Time Series Using Regression Models Frantisek Stulajter
Libristo code: 01384364
Publishers Springer-Verlag New York Inc., April 2002
This book deals with the statistical analysis of time series and covers situations that do not fit i... Full description
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This book deals with the statistical analysis of time series and covers situations that do not fit into the framework of stationary time series, as described in classic books by Box and Jenkins, Brockwell and Davis and others. Estimators and their properties are presented for regression parameters of regression models describing linearly or nonlineary the mean and the covariance functions of general time series. Using these models, a cohesive theory and method of predictions of time series are developed. The methods are useful for all applications where trend and oscillations of time correlated data should be carefully modeled, e.g., ecology, econometrics, and finance series. The book assumes a good knowledge of the basis of linear models and time series.

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About the book

Full name Predictions in Time Series Using Regression Models
Author Frantisek Stulajter
Language English
Binding Book - Hardback
Date of issue 2002
Number of pages 233
EAN 9780387953502
ISBN 0387953507
Libristo code 01384364
Publishers Springer-Verlag New York Inc.
Weight 543
Dimensions 155 x 235 x 16

Categories

Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Economics, Finance, Business & Management > Economics > Econometrics & economic statistics
Economics, Finance, Business & Management > Finance & accounting > Finance
Mathematics & Science > Mathematics > Probability & statistics
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