Mathematical foundations of time series analysis : a concise introduction /

Mathematical foundations of time series analysis : a concise introduction /

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Bibliographic Details
Author / Creator:	Beran, Jan, 1959- author.
Imprint:	Cham, Switzerland : Springer, 2017.
Description:	1 online resource (ix, 307 pages)
Language:	English
Subject:	Time-series analysis -- Mathematics. Econometrics. Probabilities. Statistics. Time-series analysis.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/11550509

Hidden Bibliographic Details
ISBN:	9783319743806 3319743805 9783319743783 3319743783
Digital file characteristics:	PDF text file
Notes:	Includes bibliographical references and index. Online resource; title from PDF title page (SpringerLink, viewed March 30, 2018).
Summary:	This book provides a concise introduction to the mathematical foundations of time series analysis, with an emphasis on mathematical clarity. The text is reduced to the essential logical core, mostly using the symbolic language of mathematics, thus enabling readers to very quickly grasp the essential reasoning behind time series analysis. It appeals to anybody wanting to understand time series in a precise, mathematical manner. It is suitable for graduate courses in time series analysis but is equally useful as a reference work for students and researchers alike.
Other form:	Printed edition: 9783319743783
Standard no.:	10.1007/978-3-319-74380-6

Table of Contents:

Introduction
Typical assumptions
Defining probability measure for time series
Spectral representation of univariate time series
Spectral representation of real valued vector time series
Univariate ARMA processes
Generalized autoregressive processes
Prediction
Inference for?,? and F.- Parametric estimation
References.