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Angewandte Zeitreihenanalyse Mit R
Paperback
Series: Lehr- Und Handbücher Der Statistik
Publisher Price: $51.99
ISBN13: 9783110694093
Publisher: de Gruyter Oldenbourg
Published: Aug 10 2020
Pages: 362
Weight: 1.50
Height: 0.90 Width: 6.90 Depth: 9.60
Language: German
Dieses Buch präsentiert die wichtigsten Modelle und Verfahren der Zeitreihenanalyse, unter Nutzung der Programmiersprache R, in einer für Studierende und Anwender leicht zugänglichen Form.
Der Schwerpunkt liegt auf dem Zeitbereich; speziell werden explorative Methoden, ARMA-Modelle mit ihren Erweiterungen, Prognosemethoden und Zeitreihenregressionen behandelt. Auch der Frequenzbereich wird geeignet vorgestellt. Weiter werden multivariate Zeitreihen, Zustandsraummodelle und Modelle für Heteroskedastizität behandelt.
Für die Neuauflage wurde der Text aktualisiert und einzelne Kapitel wurden erweitert.
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