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" Predictions in time series using regression models / "
František Štulajter
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BL
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| Record Number
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665575
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dltt
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| Main Entry
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Štulajter, František
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| Title & Author
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Predictions in time series using regression models /\ František Štulajter
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| Page. NO
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viii, 231 pages :: illustrations ;; 25 cm
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| ISBN
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0387953507
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: 9780387953502
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: 1441929657
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: 9781441929655
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| Bibliographies/Indexes
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Includes bibliographical references (pages 223-227) and index
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| Contents
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Hilbert spaces and statistics -- Random processes and time series -- Estimation of time series parameters -- Predictions of time series -- Empirical predictors
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| Abstract
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"This book deals with the statistical analysis of time series and covers situations that do not fit into the framework of stationary time series, as described in classic books by Box and Jenkins, Brockwell and Davis, and others. Estimators and their properties are presented for regression parameters of regression models describing linearly or nonlinearly the mean and the covariance functions of general time series. Using these models, a cohesive theory and methods of predictions of time series are developed. The methods are useful for all applications where trend and oscillations of time correlated data should be carefully modeled, e.g., ecology, econometrics, and finance series
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The book assumes a good knowledge of the basis of linear models and time series."--Jacket
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| Subject
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Time-series analysis
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Regression analysis
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Analyse de régression
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série chronologique
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| Dewey Classification
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519.5/5
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| LC Classification
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QA280.S82 2002
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