Stationary processes in time series analysis: the mathematical foundations
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Göttingen
Vandenhoeck & Ruprecht
1983
|
| Series: | Angewandte Statistik und Ökonometrie
22 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | 127 S. Illustrationen |
| ISBN: | 3525112564 |
Staff View
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| 245 | 1 | 0 | |a Stationary processes in time series analysis |b the mathematical foundations |c by Peter James Lambert and Donald Stephen Poskitt |
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Record in the Search Index
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| adam_text | Contents
Introduction 7
Chapter one: Preliminaries 9
Chapter two: Time series and stochastic processes 15
Chapter three: Measure and integration 30
Chapter four: Hilbert spaces 42
Chapter five: Measure and integration in a Hilbert space 52
Chapter six: The autocovariance function 57
Chapter seven: The spectral representation 61
Chapter eight: Discrete and continuous components 68
Chapter nine: More measures and integrals in Hilbert spaces 77
Chapter ten: Time invariant linear filters 80
Chapter eleven: The prediction problem 94
Chapter twelve: Some additional Hilbert space theory 97
Chapter thirteen: Prediction and Wold s decomposition 103
Chapter fourteen: The time and frequency domain decompositions ... 118
Chapter fifteen: Conclusion 121
Summary — Zusammenfassung — Resume 122
Bibliography 124
|
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| author | Lambert, Peter J. 1946- Poskitt, Donald Stephen |
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| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV000228261 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T15:10:44Z |
| institution | BVB |
| isbn | 3525112564 |
| language | English |
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| physical | 127 S. Illustrationen |
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| series | Angewandte Statistik und Ökonometrie |
| series2 | Angewandte Statistik und Ökonometrie |
| spelling | Lambert, Peter J. 1946- Verfasser (DE-588)11816189X aut Stationary processes in time series analysis the mathematical foundations by Peter James Lambert and Donald Stephen Poskitt Göttingen Vandenhoeck & Ruprecht 1983 127 S. Illustrationen txt rdacontent n rdamedia nc rdacarrier Angewandte Statistik und Ökonometrie 22 Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf Stationärer Prozess (DE-588)4056989-5 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 s Stationärer Prozess (DE-588)4056989-5 s DE-604 Poskitt, Donald Stephen Verfasser (DE-588)170432025 aut Angewandte Statistik und Ökonometrie 22 (DE-604)BV000002239 22 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=000136670&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Lambert, Peter J. 1946- Poskitt, Donald Stephen Stationary processes in time series analysis the mathematical foundations Angewandte Statistik und Ökonometrie Zeitreihenanalyse (DE-588)4067486-1 gnd Stationärer Prozess (DE-588)4056989-5 gnd |
| subject_GND | (DE-588)4067486-1 (DE-588)4056989-5 |
| title | Stationary processes in time series analysis the mathematical foundations |
| title_auth | Stationary processes in time series analysis the mathematical foundations |
| title_exact_search | Stationary processes in time series analysis the mathematical foundations |
| title_full | Stationary processes in time series analysis the mathematical foundations by Peter James Lambert and Donald Stephen Poskitt |
| title_fullStr | Stationary processes in time series analysis the mathematical foundations by Peter James Lambert and Donald Stephen Poskitt |
| title_full_unstemmed | Stationary processes in time series analysis the mathematical foundations by Peter James Lambert and Donald Stephen Poskitt |
| title_short | Stationary processes in time series analysis |
| title_sort | stationary processes in time series analysis the mathematical foundations |
| title_sub | the mathematical foundations |
| topic | Zeitreihenanalyse (DE-588)4067486-1 gnd Stationärer Prozess (DE-588)4056989-5 gnd |
| topic_facet | Zeitreihenanalyse Stationärer Prozess |
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