Manfred Deistler, Wolfgang Scherrer

eBook, PDF

Time Series Models (eBook, PDF)

Beschreibung

Time Series Models (eBook, PDF)

Technische Details

• Geräte: PC
• ohne Kopierschutz
• Größe: 2.54MB

Barrierefreiheit

• Text-to-Speech

Autor

Manfred Deistler is Emeritus Professor of Econometrics and System Theory at the Institute of Statistics and Mathematical Methods in Economics at the TU Wien, Vienna, Austria. His research interests include time series analysis, systems identification and econometrics. He is a Fellow of the Econometric Society, the IEEE, and the Journal of Econometrics.

Wolfgang Scherrer is a Professor of Econometrics and System Theory at the Institute of Statistics and Mathematical Methods in Economics at the TU Wien, Vienna, Austria. His research interests include time series analysis, econometrics, dynamic factor models and applications in the area of energy supply.

Produktdetails

• Verlag: Springer International Publishing
• Seitenzahl: 201
• Erscheinungstermin: 21. Oktober 2022
• Englisch
• ISBN-13: 9783031132131
• Artikelnr.: 66225123

Rezensionen

"The book is not too long, with roughly 200 pages, which is advantageous for the use in lectures. ... it is also well suited for seminars following such lectures on more advanced topics in time series analysis. ... the book fills a small but important gap in the literature, finding its place in the plethora of time series textbooks." (Claudia Kirch, zbMATH 1532.62006, 2024)

"This lecture note is recommended as a textbook that is quite plainly written for graduate students and research workers who are interested in deeply understanding time series modeling." (Yuzo Hosoya, Mathematical Reviews, October, 2023)