Deistler, Manfred and Scherrer, Wolfgang (2018) Modelle der Zeitreihenanalyse. Mathematik Kompakt. Basel: Birkhäuser (Springer). 159 p. https://doi.org/10.1007/978-3-319-68664-6
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Official URL: https://doi.org/10.1007/978-3-319-68664-6
Item Type: | Monograph |
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Keywords: | Zeitreihen, stationäre Prozesse, Prognose, Wiener Filter, Wold Darstellung, Spektral Darstellung, AR/ARMA Prozesse, Zustandsraum-Systeme, Kalman Filter |
Research Units: | Macroeconomics and Economic Policy |
Related URLs: | |
Date Deposited: | 29 May 2020 11:00 |
Last Modified: | 05 Nov 2024 10:44 |
DOI: | 10.1007/978-3-319-68664-6 |
ISBN: | 978-3-319-68663-9 |
URI: | https://irihs.ihs.ac.at/id/eprint/5337 |