Wheelers Books

This title is firm sale. Please select carefully as returns are not accepted.

Mathematical Foundations of Time Series Analysis: A Concise Introduction
 

Mathematical Foundations of Time Series Analysis: A Concise Introduction (Trade Paperback / Paperback, Softcover reprint of the original 1st ed. 2017)

By Beran, Jan

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... read full description below.

ISBN 9783030089757
Barcode 9783030089757
Published 11 December 2018 by Springer Nature Switzerland AG
Format Trade Paperback/Paperback, Softcover reprint of the original 1st ed. 2017
Alternate Format(s) View All (1 other possible title(s) available)
Availability
Not currently available

... view full title details below.

Full details for this title

ISBN-13 9783030089757
ISBN-10 3030089754
Stock Out of stock
Status Not currently available
Publisher Springer Nature Switzerland AG
Imprint Springer Nature Switzerland AG
Publication Date 11 December 2018
Publication Country Switzerland Switzerland
Format Trade Paperback/Paperback, Softcover reprint of the original 1st ed. 2017
Edition Softcover reprint of the original 1st ed. 2017th
Author(s) By Beran, Jan
Category Econometrics
Probability & Statistics
Number of Pages 307
Dimensions Width: 155mm
Height: 235mm
Weight 492g
Interest Age General Audience
Reading Age General Audience
NBS Text Science & Mathematics: Textbooks & Study Guides
ONIX Text Professional and scholarly
Dewey Code 330.015195
Catalogue Code Not specified

Description of this Book

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.

^ top

Awards, Reviews & Star Ratings

NZ Review This book is a rigorous, mathematically clear and self-contained and quite complete text on time series analysis, suitable both for graduate courses and as a reference book for researchers and users of stochastic temporal models. (Nazar Mendes Lopes, Mathematical Reviews, December, 2018) Beran (Univ. of Konstanz, Germany) presents the mathematical foundations of time series analysis at a level suitable for advanced graduate students and researchers in statistics. The presentation is extremely concise ... . the book gives definitions, theorems, and proofs, along with a few exercises and solutions. ... it may be useful to graduate students and researchers as a reference. (B. Borchers, Choice, Vol. 56 (03), November, 2018)

^ top

Author's Bio

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.

^ top