Time Series Analysis (379016)
Lecture, LUH,Sommer, 2024
Content:
- Stationarity
- Autoregressive und Moving Average Models
- Non-Stationarity
- Forecasting
- Spectral Analysis
- Long Memory Time Series.
References:
- Hamilton, J. D. (1994): Time Series Analysis, Princeton.
- Schlittgen, R., Stritberg, H. J. (2003): Zeitreihenanalyse, Oldenbourg.