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.