PREDICTIONS IN TIME SERIES USING REGRESSION MODELS - FRANTISEK STULAJTER

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. Read More...

At the heart of our digital library lies a commitment to helping you explore iconic titles like Predictions In Time Series Using Regression Models. With organized metadata, genre tags, and edition tracking, we make it easy to find the information you need — whether you're a student, a collector, or a lifelong fan.

Unlock detailed insights about Predictions In Time Series Using Regression Models by Frantisek Stulajter. This Finance masterpiece has left an indelible mark on literature. Our platform offers a reliable source of book metadata including author details, publication history, subject tags, genre tags, cover images, and more — all curated and stored in our secure database for your convenience.

Download On Payhip: PREDICTIONS IN TIME SERIES USING REGRESSION MODELS PDF