Online Public Access Catalogue (OPAC)
Library,Documentation and Information Science Division

“A research journal serves that narrow

borderland which separates the known from the unknown”

-P.C.Mahalanobis


Mathematical Foundations of Time Series Analysis (Record no. 427086)

MARC details
000 -LEADER
fixed length control field 02764nam a22004815i 4500
020 ## - INTERNATIONAL STANDARD BOOKNUMBER
International Standard Book Number 9783319743806
-- 978-3-319-74380-6
024 7# -
-- 10.1007/978-3-319-74380-6
-- doi
040 ## -
-- ISI Library, Kolkata
050 #4 -
-- QA276-280
072 #7 -
-- PBT
-- bicssc
072 #7 -
-- MAT029000
-- bisacsh
072 #7 -
-- PBT
-- thema
082 04 - DEWEYDECIMAL CLASSIFICATION NUMBER
Classification number 519.5
Edition number 23
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Beran, Jan.
Relator code aut
-- http://id.loc.gov/vocabulary/relators/aut
245 10 - TITLE STATEMENT
Title Mathematical Foundations of Time Series Analysis
Medium [electronic resource] :
Remainder of title A Concise Introduction /
Statement of responsibility, etc by Jan Beran.
942 ## - ADDED ENTRY ELEMENTS(KOHA)
Koha item type E-BOOKS
100 1# - MAIN ENTRY--PERSONAL NAME
-- author.
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE STATEMENTS
Place of production, publication, distribution, manufacture Cham :
Name of producer, publisher, distributor, manufacturer Springer International Publishing :
-- Imprint: Springer,
Date of production, publication, distribution, manufacture 2017.
300 ## -
-- IX, 307 p.
-- online resource.
336 ## - CONTENT TYPE
Content Type Term text
Content Type Code txt
Source rdacontent
337 ## - MEDIA TYPE
Media Type Term computer
Media Type Code c
Source rdamedia
338 ## - CARRIER TYPE
Carrier Type Term online resource
Carrier Type Code cr
Source rdacarrier
347 ## -
-- text file
-- PDF
-- rda
505 0# -
-- Introduction -- Typical assumptions -- Defining probability measure for time series -- Spectral representation of univariate time series -- Spectral representation of real valued vector time series -- Univariate ARMA processes -- Generalized autoregressive processes -- Prediction -- Inference for μ, γ and F.- Parametric estimation -- References.
520 ## -
-- 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.
650 #0 -
-- Mathematical statistics.
650 #0 -
-- Econometrics.
650 #0 -
-- Distribution (Probability theory.
650 14 -
-- Statistical Theory and Methods.
-- http://scigraph.springernature.com/things/product-market-codes/S11001
650 24 -
-- Econometrics.
-- http://scigraph.springernature.com/things/product-market-codes/W29010
650 24 -
-- Probability Theory and Stochastic Processes.
-- http://scigraph.springernature.com/things/product-market-codes/M27004
710 2# -
-- SpringerLink (Online service)
773 0# -
-- Springer eBooks
776 08 -
-- Printed edition:
-- 9783319743783
776 08 -
-- Printed edition:
-- 9783319743790
856 40 -
-- https://doi.org/10.1007/978-3-319-74380-6
912 ## -
-- ZDB-2-SMA
950 ## -
-- Mathematics and Statistics (Springer-11649)

No items available.

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