Mathematical Foundations of Time Series Analysis

Jan Beran

ISBN 10: 3030089754 / ISBN 13: 9783030089757

Published by Springer International Publishing, Springer International Publishing Dez 2018, 2018

About this Item

Neuware -This book provides a concise introduction to the mathematical foundations of time series analysis, with an emphasis on mathematical clarity. The text is reduced to the essential logical core, mostly using the symbolic language of mathematics, thus enabling readers to very quickly grasp the essential reasoning behind time series analysis. It appeals to anybody wanting to understand time series in a precise, mathematical manner. It is suitable for graduate courses in time series analysis but is equally useful as a reference work for students and researchers alike.

Seller Inventory # 9783030089757

Bibliographic Details

• Title: Mathematical Foundations of Time Series Analysis
• Publisher: Springer International Publishing, Springer International Publishing Dez 2018
• Publication Date: 2018
• Language: English
• ISBN 10: 3030089754
• ISBN 13: 9783030089757
• Binding: Taschenbuch
• Condition: Neu
• Dimensions: 235W x 155H x 18D millimeters 235 millimeters width by 155 millimeters height by 18 millimeters depth
• Weight: 487 grams

About this title

Synopsis

This book provides a concise introduction to the mathematical foundations of time series analysis, with an emphasis on mathematical clarity. The text is reduced to the essential logical core, mostly using the symbolic language of mathematics, thus enabling readers to very quickly grasp the essential reasoning behind time series analysis. It appeals to anybody wanting to understand time series in a precise, mathematical manner. It is suitable for graduate courses in time series analysis but is equally useful as a reference work for students and researchers alike.

About the Author

Jan Beran is Professor of Statistics at the Department of Mathematics and Statistics at the University of Konstanz, Germany. After completing his Ph.D. in mathematics at the ETH Zurich, Switzerland, he worked at several universities in the USA and at the University of Zurich in Switzerland. He has a broad range of interests, from long-memory processes and asymptotic theory to applications in finance, biology, and musicology.