Publication details
Stochastické modelování jednorozměrných časových řad
| Title in English | Stochastic Univariate Time Series Models |
|---|---|
| Authors | |
| Year of publication | 2009 |
| Type | Monograph |
| MU Faculty or unit | |
| Citation | |
| Description | This book is meant for a two semester course where the first three chapters can be dealt with in the first semester. They provide the principal components of the analysis of a time series in the time and spectral domain. Chapters 4 and 5 deal with estimation of univariate time series models using the Box-Jenkins and state-space approaches. |