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.
- Binding: Paperback
- Publisher: Masaryk University Press
- Subject: Mathematics
- Language: Czech
- Publication year: 2009
- Department: Faculty of Science
- Number of pages: 251
- Dimensions: 18 × 25
- ISBN: 978-80-210-4812-6