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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.
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.
| Erscheinungsjahr: | 2022 |
|---|---|
| Fachbereich: | Wahrscheinlichkeitstheorie |
| Genre: | Mathematik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Taschenbuch |
| Seiten: | 216 |
| Reihe: | Lecture Notes in Statistics |
| Inhalt: |
xiv
201 S. 3 s/w Illustr. 10 farbige Illustr. 201 p. 13 illus. 10 illus. in color. |
| ISBN-13: | 9783031132124 |
| ISBN-10: | 3031132122 |
| Sprache: | Englisch |
| Ausstattung / Beilage: | Paperback |
| Einband: | Kartoniert / Broschiert |
| Autor: |
Scherrer, Wolfgang
Deistler, Manfred |
| Auflage: | 1st ed. 2022 |
| Hersteller: |
Springer International Publishing
Springer International Publishing AG Lecture Notes in Statistics |
| Maße: | 235 x 155 x 12 mm |
| Von/Mit: | Wolfgang Scherrer (u. a.) |
| Erscheinungsdatum: | 22.10.2022 |
| Gewicht: | 0,335 kg |
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.
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.
| Erscheinungsjahr: | 2022 |
|---|---|
| Fachbereich: | Wahrscheinlichkeitstheorie |
| Genre: | Mathematik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Taschenbuch |
| Seiten: | 216 |
| Reihe: | Lecture Notes in Statistics |
| Inhalt: |
xiv
201 S. 3 s/w Illustr. 10 farbige Illustr. 201 p. 13 illus. 10 illus. in color. |
| ISBN-13: | 9783031132124 |
| ISBN-10: | 3031132122 |
| Sprache: | Englisch |
| Ausstattung / Beilage: | Paperback |
| Einband: | Kartoniert / Broschiert |
| Autor: |
Scherrer, Wolfgang
Deistler, Manfred |
| Auflage: | 1st ed. 2022 |
| Hersteller: |
Springer International Publishing
Springer International Publishing AG Lecture Notes in Statistics |
| Maße: | 235 x 155 x 12 mm |
| Von/Mit: | Wolfgang Scherrer (u. a.) |
| Erscheinungsdatum: | 22.10.2022 |
| Gewicht: | 0,335 kg |
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