Angewandte Zeitreihenanalyse mit R
von: Rainer Schlittgen
De Gruyter Oldenbourg, 2015
ISBN: 9783110423778
Sprache: Deutsch
329 Seiten, Download: 3842 KB
Format: EPUB, PDF, auch als Online-Lesen
This textbook presents the most important models and procedures in time series analysis. It focuses on the time domain, with special consideration of explorative methods, ARMA models and their extensions, predictive methods, and time series regressions. The new edition has been updated and expanded, and includes, among other things, a chapter on long memory processes.
Prof. Dr. Rainer Schlittgen (Universität Hamburg)