E105-02 - Forschungsbereich Ökonometrie und Systemtheorie
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Series:
Lecture Notes in Statistics
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ISBN:
978-3-031-13212-4 978-3-031-13213-1
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Volume:
224
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Date (published):
Oct-2022
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Number of Pages:
201
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Publisher:
Springer Nature
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Peer reviewed:
Yes
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Keywords:
Time Series; Stationary Processes; Linear Dynamic Models; Forecasting; Spectral Analysis
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Abstract:
Provides an understanding of core parts of multivariate time series theory and models. Presents a self-contained exposition with numerous examples and exercises. Emphasizes weakly stationary processes and linear dynamic models.
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Research Areas:
Mathematical Methods in Economics: 50% Modeling and Simulation: 25% Fundamental Mathematics Research: 25%
