Time Series for Economics and Finance
portes grátis
Time Series for Economics and Finance
Linton, Oliver
Cambridge University Press
11/2024
450
Dura
9781009396295
Pré-lançamento - envio 15 a 20 dias após a sua edição
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Preface; 1 Introduction; 2. Stationarity and mixing; 3. Linear time series models; 4. Spectral analysis; 5. Inference under heterogeneity and weak dependence; 6. Nonstationary processed, trends and seasonality; 7. Multivariate linear time series; 8. Stae space models and Kalman filter; 9. Bayesian methods; 10. Nonlinear time series models; 11. Nonparametric methods and machine learning; 12. Continuous time processes; Bibliography; Index.
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Preface; 1 Introduction; 2. Stationarity and mixing; 3. Linear time series models; 4. Spectral analysis; 5. Inference under heterogeneity and weak dependence; 6. Nonstationary processed, trends and seasonality; 7. Multivariate linear time series; 8. Stae space models and Kalman filter; 9. Bayesian methods; 10. Nonlinear time series models; 11. Nonparametric methods and machine learning; 12. Continuous time processes; Bibliography; Index.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
