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Predictions in time series using regression models

Author: František Štulajter
Publisher: New York : Springer, [2002] ©2002
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
"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 nonlinearly the mean and the covariance functions of general time series.
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Štulajter, František.
Predictions in time series using regression models
(DLC) 2001048431
(OCoLC)47844662
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: František Štulajter
ISBN: 9781475736298 1475736290
OCLC Number: 861706655
Description: 1 online resource (viii, 231 pages) : illustrations
Contents: Hilbert spaces and statistics --
Random processes and time series --
Estimation of time series parameters --
Predictions of time series --
Empirical predictors.
Responsibility: František Štulajter.
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Abstract:

This book will interest and assist people who are dealing with the problems of predictions of time series in higher education and research. It will greatly assist people who apply time series theory  Read more...

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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 Read more...

 
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