Time series : a first course with bootstrap starter /
McElroy, Tucker S.
Time series : a first course with bootstrap starter / Tucker S. McElroy and Dimitris N,Politis - Boca Raton CRC Press 2020 - 566p. - Texts in statistical science. .
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."
9781439876510
Time-series analysis.
Bootstrap (Statistics)
519.55 MCE-T
Time series : a first course with bootstrap starter / Tucker S. McElroy and Dimitris N,Politis - Boca Raton CRC Press 2020 - 566p. - Texts in statistical science. .
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."
9781439876510
Time-series analysis.
Bootstrap (Statistics)
519.55 MCE-T