Time Series Models by Deistler, Manfred

Time Series Models (Paperback) (ISBN-13: 9783031132124)

Vendor: Manfred Deistler
Product type: Books
Format: Paperback
$99.99
$99.99
$99.99
Subtotal: $99.99
Time Series Models by Deistler, Manfred

Time Series Models

$99.99
Time Series Models by Deistler, Manfred

Time Series Models

$99.99
Format: Paperback
Description
Description
x

Preface.- 1 Time Series and Stationary Processes.- 2 Prediction.- 3 Spectral Representation.- 4 Filter.- 5 Autoregressive Processes.- 6 ARMA Systems and ARMA Processes.- 7 State-Space Systems.- 8 Models with Exogenous Variables.- 9 Granger Causality.- 10 Dynamic Factor Models.- 10 ARCH and GARCH Models.- Index.



Author: Manfred Deistler, Wolfgang Scherrer
ISBN-10: 3031132122
ISBN-13: 9783031132124
Publisher: Springer
Language: English
Published: 10/22/2022
Pages: 201
Format: Paperback
Weight: 0.68lbs
Size: 9.21h x 6.14w x 0.46d
By Manfred Deistler
By Manfred Deistler
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Manfred Deistler is Emeritus Professor of Econometrics and System Theory at the Institute of Statistics and Mathematical Methods in Economics at the TU Wien, Vienna, Austria. His research interests include time series analysis, systems identification and econometrics. He is a Fellow of the Econometric Society, the IEEE, and the Journal of Econometrics.

Wolfgang Scherrer is a Professor of Econometrics and System Theory at the Institute of Statistics and Mathematical Methods in Economics at the TU Wien, Vienna, Austria. His research interests include time series analysis, econometrics, dynamic factor models and applications in the area of energy supply.

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