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  • Textbook
  • © 2001

Methoden der Zeitreihenanalyse

Authors:

  • Umfassender Überblick über die wichtigsten und aktuellen Methoden der Zeitreihenanalyse
  • Für das Selbststudium geeignet
  • Erstes deutschsprachiges Lehrbuch über einen so breiten
  • Includes supplementary material: sn.pub/extras

Part of the book series: Springer-Lehrbuch (SLB)

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Table of contents (20 chapters)

  1. Front Matter

    Pages I-XI
  2. Elementare Zeitreihenanalyse

    • Winfried Stier
    Pages 1-9
  3. Einfache Saisonbereinigungsverfahren

    • Winfried Stier
    Pages 11-18
  4. Elementare Filter-Operationen

    • Winfried Stier
    Pages 19-22
  5. Vektorielle stochastische Prozesse

    • Winfried Stier
    Pages 65-86
  6. Schätzprobleme bei stochastischen Prozessen

    • Winfried Stier
    Pages 87-104
  7. Identifikation stochastischer Prozesse

    • Winfried Stier
    Pages 105-116
  8. Modelldiagnose

    • Winfried Stier
    Pages 117-119
  9. Ausreißer-Analyse

    • Winfried Stier
    Pages 121-130
  10. Prognosen mit ARMA- und ARIMA-Modellen

    • Winfried Stier
    Pages 131-137
  11. Transferfunktionen (ARMAX)-Modelle

    • Winfried Stier
    Pages 139-160
  12. Strukturelle Komponentenmodelle

    • Winfried Stier
    Pages 161-178
  13. Grundzüge der Spektralanalyse

    • Winfried Stier
    Pages 179-194
  14. Grundzüge der Theorie digitaler Filter

    • Winfried Stier
    Pages 235-244
  15. Konstruktionsmethoden für digitale Filter

    • Winfried Stier
    Pages 245-279
  16. Unit-roots und Unit-root-Tests

    • Winfried Stier
    Pages 281-313
  17. Kointegration

    • Winfried Stier
    Pages 315-348

Authors and Affiliations

  • Universität St. Gallen, St. Gallen, Schweiz

    Winfried Stier

Bibliographic Information

Buy it now

Buying options

eBook USD 39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 39.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access