Review of the book Stochastic Models for Time Series by Paul Doukhan

DOI10.1111/JTSA.12581zbMATH Open1502.00049OpenAlexW3127105921MaRDI QIDQ5030957

Efstathios Paparoditis

Publication date: 18 February 2022

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/jtsa.12581

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Markov processes: estimation; hidden Markov models (62M05) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Time series analysis of dynamical systems (37M10) External book reviews (00A17)

Related Items (3)

DISCRETE TIME SERIES, PROCESSES, AND APPLICATIONS IN FINANCE, by Gilles Zumbach. Springer Finance Series. Published by Springer, Heidelberg, Berlin, 2013. Total number of pages: 315. ISBN: 978-3-642-31741-5 ⋮ Book Review: The Sherrington-Kirkpatrick model ⋮ Discrete Time Series, Processes, and Applications in Finance

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