Stationary processes in time series analysis: the mathematical foundations
Gespeichert in:
| Beteiligte Personen: | , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Göttingen
Vandenhoeck & Ruprecht
1983
|
| Schriftenreihe: | Angewandte Statistik und Ökonometrie
22 |
| Schlagwörter: | |
| Links: | 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 |
| Umfang: | 127 S. Illustrationen |
| ISBN: | 3525112564 |
Internformat
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| 100 | 1 | |a Lambert, Peter J. |d 1946- |e Verfasser |0 (DE-588)11816189X |4 aut | |
| 245 | 1 | 0 | |a Stationary processes in time series analysis |b the mathematical foundations |c by Peter James Lambert and Donald Stephen Poskitt |
| 264 | 1 | |a Göttingen |b Vandenhoeck & Ruprecht |c 1983 | |
| 300 | |a 127 S. |b Illustrationen | ||
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| 689 | 1 | 0 | |a Zeitreihenanalyse |0 (DE-588)4067486-1 |D s |
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Datensatz im Suchindex
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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
|
| any_adam_object | 1 |
| author | Lambert, Peter J. 1946- Poskitt, Donald Stephen |
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| bvnumber | BV000228261 |
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| ctrlnum | (OCoLC)644037942 (DE-599)BVBBV000228261 |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV000228261 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T07:17:37Z |
| institution | BVB |
| isbn | 3525112564 |
| language | English |
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| oclc_num | 644037942 |
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| physical | 127 S. Illustrationen |
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| publishDate | 1983 |
| publishDateSearch | 1983 |
| publishDateSort | 1983 |
| publisher | Vandenhoeck & Ruprecht |
| record_format | marc |
| series | Angewandte Statistik und Ökonometrie |
| series2 | Angewandte Statistik und Ökonometrie |
| 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 |
| url | 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 |
| volume_link | (DE-604)BV000002239 |
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