Mathematical Foundations of Time Series Analysis

DOI10.1007/978-3-319-74380-6zbMATH Open1414.62001OpenAlexW2794209175MaRDI QIDQ4583136

Jan Beran

Publication date: 27 August 2018

Full work available at URL: https://doi.org/10.1007/978-3-319-74380-6

zbMATH Keywords

coherenceGaussian processlinear processspectral representationstationarityautocovariance functionARMAergodic propertymain principles of time series analysis

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

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