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.

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  • Number of pages: 251
  • Dimensions: 18 × 25
  • ISBN: 978-80-210-4812-6