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Mathematical Foundations of Time Series Analysis

Mathematical Foundations of Time Series Analysis PDF Author: Jan Beran
Publisher: Springer
ISBN: 3319743805
Category : Mathematics
Languages : en
Pages : 309

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Book Description
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.