Time series : a first course with bootstrap starter / Tucker S. McElroy and Dimitris N,Politis
Material type:
- 9781439876510
- 519.55 MCE-T
Total holds: 0
The book provides the foundation of time series methods, including linear filters and a geometric approach to prediction. The critical paradigm of ARMA models is studied in-depth, as well as frequency-domain methods. Entropy and other information-theoretic notions are introduced, with applications to time series modelling."
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