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Methoden Der Zeitreihenanalyse by Winfried Stier (Hardcover, 2001)

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Product Information

Dieses Lehrbuch vermittelt einen umfassenden UEberblick uber die wichtigsten Methoden der Zeitreihenanalyse. Neben Grundkonzepten deskriptiver Zeitreihenanalyse werden einleitend einfache Saisonbereinigungs- und Prognoseverfahren dargestellt, anschliessend werden univariate stochastische Prozesse, VAR-Prozesse, Parameterschatzung, Identifikation, Modelldiagnose, Ausreisseranalyse, univariate ARIMA-Prognosen, Transferfunktionen (ARMAX)-Modelle, ARMAX-Prognosen, Strukturelle Komponentenmodelle und Spektralanalyse behandelt. Ausfuhrlich dargestellt werden ferner die praktisch wichtigsten Saisonbereinigungsverfahren, Design digitaler Filter (FIR- und IIR-Filter), Unit-root-Prozesse, Unit-root-Tests, Kointegration, Fehler-Korrektur-Modell, Kointegrationstest sowie nicht-lineare Zeitreihenmodelle (ARCH-GARCH-Prozesse, bilineare und Threshold-Prozesse).

Product Identifiers

Publisher
Springer-Verlag Berlin and Heidelberg Gmbh & Co. Kg
ISBN-13
9783540417002
eBay Product ID (ePID)
105702235

Product Key Features

Author
Winfried Stier
Publication Name
Methoden Der Zeitreihenanalyse
Format
Hardcover
Language
German
Subject
Economics, Mathematics
Publication Year
2001
Type
Textbook
Number of Pages
400 Pages

Additional Product Features

Title_Author
Winfried Stier
Series Title
Springer-Lehrbuch
Country/Region of Manufacture
Germany

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