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Time Series Models
Paperback
Series: Lecture Notes in Statistics, Book 224
EconomicsTechnology & EngineeringProbability & Statistics
ISBN13: 9783031132124
Publisher: Springer
Published: Oct 22 2022
Pages: 201
Weight: 0.68
Height: 0.46 Width: 6.14 Depth: 9.21
Language: English
Preface.- 1 Time Series and Stationary Processes.- 2 Prediction.- 3 Spectral Representation.- 4 Filter.- 5 Autoregressive Processes.- 6 ARMA Systems and ARMA Processes.- 7 State-Space Systems.- 8 Models with Exogenous Variables.- 9 Granger Causality.- 10 Dynamic Factor Models.- 10 ARCH and GARCH Models.- Index.
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