Introduction to Time Series and Forecasting (Q2821706)

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scientific article; zbMATH DE number 6629293
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English
Introduction to Time Series and Forecasting
scientific article; zbMATH DE number 6629293

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    Introduction to Time Series and Forecasting (English)
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    22 September 2016
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    time series
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    auto-correlation
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    regression
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    prediction
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    filtering
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    forecasting
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    multivariate time series
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    state-space models
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    financial time series
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    Brownian motion
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    Lévy process
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    Itô calculus
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