Bemærk: Kan ikke leveres før jul.
Forventes på lager: 01-09-2021
It covers decomposition methods, autocorrelation methods for univariate time series, volatility and duration modeling for financial time series, and multivariate time series methods, such as cointegration and recursive state space modeling.
| Forlag | Springer Nature Switzerland AG |
| Forfatter | Tomas Cipra |
| Type | Bog |
| Format | Paperback / softback |
| Sprog | Engelsk |
| Udgave | 2020 ed. |
| Udgivelsesdato | 01-09-2021 |
| Første udgivelsesår | 2021 |
| Illustrationer | 15 Illustrations, color; 79 Illustrations, black and white |
| Originalsprog | Switzerland |
| Sideantal | 410 |
| Indbinding | Paperback / softback |
| Forlag | Springer Nature Switzerland AG |
| Sideoplysninger | 410 pages, 15 Illustrations, color; 79 Illustrations, black and white |
| Mål | 235 x 155 |
| ISBN-13 / EAN-13 | 9783030463496 |