Overview
- Presents time series analysis in a reduced mathematical style
- Provides quick access to the essentials of time series analysis
- Serves as a reference work for students and researchers alike
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Table of contents (10 chapters)
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Front Matter
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Back Matter
Keywords
About this book
This book provides a concise introduction to the mathematical foundations of time series analysis, with an emphasis on mathematical clarity. The text is reduced to the essential logical core, mostly using the symbolic language of mathematics, thus enabling readers to very quickly grasp the essential reasoning behind time series analysis. It appeals to anybody wanting to understand time series in a precise, mathematical manner. It is suitable for graduate courses in time series analysis but is equally useful as a reference work for students and researchers alike.
Reviews
“This book is a rigorous, mathematically clear and self-contained and quite complete text on time series analysis, suitable both for graduate courses and as a reference book for researchers and users of stochastic temporal models.” (Nazaré Mendes Lopes, Mathematical Reviews, December, 2018)
“Beran (Univ. of Konstanz, Germany) presents the mathematical foundations of time series analysis at a level suitable for advanced graduate students and researchers in statistics. The presentation is extremely concise … . the book gives definitions, theorems, and proofs, along with a few exercises and solutions. … it may be useful to graduate students and researchers as a reference.” (B. Borchers, Choice, Vol. 56 (03), November, 2018)
Authors and Affiliations
About the author
Jan Beran is Professor of Statistics at the Department of Mathematics and Statistics at the University of Konstanz, Germany. After completing his Ph.D. in mathematics at the ETH Zurich, Switzerland, he worked at several universities in the USA and at the University of Zurich in Switzerland. He has a broad range of interests, from long-memory processes and asymptotic theory to applications in finance, biology, and musicology.
Bibliographic Information
Book Title: Mathematical Foundations of Time Series Analysis
Book Subtitle: A Concise Introduction
Authors: Jan Beran
DOI: https://doi.org/10.1007/978-3-319-74380-6
Publisher: Springer Cham
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer International Publishing AG, part of Springer Nature 2017
Hardcover ISBN: 978-3-319-74378-3Published: 04 April 2018
Softcover ISBN: 978-3-030-08975-7Published: 11 December 2018
eBook ISBN: 978-3-319-74380-6Published: 23 March 2018
Edition Number: 1
Number of Pages: IX, 307
Topics: Statistical Theory and Methods, Econometrics, Probability Theory and Stochastic Processes