Introduction to Modern Time Series Analysis
by Gebhard Kirchgässner
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105.39 zł
Opis książki
This book contains the most important approaches to analyze time series which may be stationary or nonstationary. It starts with modeling and forecasting univariate time series and then presents Granger causality tests and vector autoregressive models for multiple stationary time series. It also covers modeling volatilities of financial time series with autoregressive conditional heteroskedastic models.
Szczegóły książki
Autor
Gebhard Kirchgässner
Wydawnictwo
Springer Berlin
Rok wydania
2007
ISBN
9783540732914
Dostępne formaty
eBook (PDF, EPUB)
Audiobook (MP3)
Język
Polski