Introduction to Modern Time Series Analysis
Kirchgässner, Gebhard, Wolters, Jürgen, Hassler, Uwe
- 出版商: Springer
- 出版日期: 2014-11-09
- 售價: $2,860
- 貴賓價: 9.5 折 $2,717
- 語言: 英文
- 頁數: 320
- 裝訂: Quality Paper - also called trade paper
- ISBN: 3642440290
- ISBN-13: 9783642440298
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相關分類:
機率統計學 Probability-and-statistics
海外代購書籍(需單獨結帳)
相關主題
商品描述
Introduction and Basics.- Univariate Stationary Processes.- Granger Causality.- Vector Autoregressive Processes.- Nonstationary Processes.- Cointegration.- Nonstationary Panel Data.- Autoregressive Conditional Heteroscedasticity.