Mathematical Foundations of Time Series Analysis

A Concise Introduction

Business & Finance, Economics, Econometrics, Nonfiction, Science & Nature, Mathematics, Statistics
Cover of the book Mathematical Foundations of Time Series Analysis by Jan Beran, Springer International Publishing
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Author: Jan Beran ISBN: 9783319743806
Publisher: Springer International Publishing Publication: March 23, 2018
Imprint: Springer Language: English
Author: Jan Beran
ISBN: 9783319743806
Publisher: Springer International Publishing
Publication: March 23, 2018
Imprint: Springer
Language: English

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.

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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.

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