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商品詳細

Name: Introduction to Modern Time Series Analysis.
Author: Kirchgässner, Gebhard / Wolters, J.
ISBN: 978-3-540-73290-7

Introduction to Modern Time Series Analysis. 現代時系列分析入門

・ISBN 978-3-540-73290-7 2007 hard

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・ISBN 978-3-540-68735-1 2008 soft

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著者・編者	Kirchgässner, Gebhard / Wolters, J.,
出版社	(Springer, GW)
ページ数	x, 274 pp.
言語	ENG
ニュース番号	＜545-296＞

解説

This book contains the most important approaches to analyze time series which may be stationary or nonstationary. It starts with modeling and forecasting univariate time series and then presents Granger causality tests and vector autoregressive models for multiple stationary time series. It also covers modeling volatilities of financial time series with autoregressive conditional heteroskedastic models.