Mathematical Foundations of Time Series Analysis (Q4583136)
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scientific article; zbMATH DE number 6927913
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mathematical Foundations of Time Series Analysis |
scientific article; zbMATH DE number 6927913 |
Statements
Mathematical Foundations of Time Series Analysis (English)
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27 August 2018
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main principles of time series analysis
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stationarity
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ergodic property
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linear process
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Gaussian process
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autocovariance function
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spectral representation
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coherence
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ARMA
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