Time Series Analysis and Its Applications

DOI10.1007/978-3-319-52452-8zbMath1367.62004OpenAlexW1544274373MaRDI QIDQ2968536

David S. Stoffer, Robert H. Shumway

Publication date: 16 March 2017

Published in: Springer Texts in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-52452-8

zbMATH Keywords

cluster analysisspectral analysiscorrelationsstate space modelsautocorrelationsregressionARIMA modelsGARCH modelslinear filtersdynamic linear modelsstructural modelsprincipal components analysistime series regressionlarge sample theoryARMAX modelsmultidimensional time seriesspectral domain theorytime domain theory

Mathematics Subject Classification ID

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