Springer
Methoden Der Zeitreihenanalyse (English, Winfried Stier)
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Product Description
About the Book
Dieses Lehrbuch vermittelt einen umfassenden Überblick über die wichtigsten Methoden der Zeitreihenanalyse. Neben Grundkonzepten deskriptiver Zeitreihenanalyse werden einleitend einfache Saisonbereinigungs- und Prognoseverfahren dargestellt, anschlie end werden univariate stochastische Prozesse, VAR-Prozesse, Parameterschätzung, Identifikation, Modelldiagnose, Ausrei eranalyse, univariate ARIMA-Prognosen, Transferfunktionen (ARMAX)-Modelle, ARMAX…
ISBN: 9783540417002
Book Specifications
| ISBN-13 | 9783540417002 |
| ISBN-10 | 3540417001 |
| Publisher | Springer |
| Category | Springer |
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