Introduction to modern time series analysis.

DOI10.1007/978-3-642-33436-8zbMath1251.91001OpenAlexW4293204865MaRDI QIDQ455377

Jürgen Wolters, Uwe Hassler, Gebhard Kirchgaessner

Publication date: 5 October 2012

Published in: Springer Texts in Business and Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-33436-8

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

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