Mathematical Foundations of Time Series Analysis: A Concise Introduction - Softcover

Beran, Jan

Softcover

ISBN 10: 3030089754 ISBN 13: 9783030089757

Publisher: Springer, 2018

Synopsis

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.

About this title

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.

From the Back Cover

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.

Edition details

• Publisher: Springer
• Publication date: 2018
• Language: English
• ISBN 10: 3030089754
• ISBN 13: 9783030089757
• Binding: Paperback
• Number of pages: 316