Introduction to Modern Time Series Analysis
Title:
Introduction to Modern Time Series Analysis
Author:
Kirchgässner, Gebhard. author.
ISBN:
9783540732914
Personal Author:
Physical Description:
online resource.
Contents:
and Basics -- Univariate Stationary Processes -- Granger Causality -- Vector Autoregressive Processes -- Nonstationary Processes -- Cointegration -- Autoregressive Conditional Heteroskedasticity.
Added Author:
Added Corporate Author:
Electronic Access:
http://dx.doi.org/10.1007/978-3-540-73291-4