Stochastické modelování jednorozměrných časových řad
Title in English: Stochastic Univariate Time Series Models
This book is meant for a two semester course where the first three chapters can be dealt with in the first semester. They provide the principal components of the analysis of a time series in the time and spectral domain. Chapters 4 and 5 deal with estimation of univariate time series models using the Box-Jenkins and state-space approaches.
Number of Pages
- 251
Format
- 18 × 25 cm
ISBN: 978-80-210-4812-6
In stock
10,73 €
incl. VAT
