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Introduction to Modern Time Series Analysis
| Call Number: | Libro Electrónico |
|---|---|
| Main Authors: | , |
| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2007.
|
| Edition: | 1st ed. 2007. |
| Subjects: | |
| Online Access: | Texto Completo |
Table of Contents:
- and Basics
- Univariate Stationary Processes
- Granger Causality
- Vector Autoregressive Processes
- Nonstationary Processes
- Cointegration
- Autoregressive Conditional Heteroskedasticity.