Time Series and Dynamic Models

Аннотация

Confronted with this huge variety of suggestions in time series analysis, the interested students and researchers find themselves somewhat at a loss. The goal of this book is to help them in their training. In order for this help to be effective it was important to avoid too much abstraction or alternatively a mere support to practitioners without any theoretical content. We have tried our best to navigate between these two courses, granting ourselves some freedom from mathematical formalism when it became too cumbersome, but also highlighting the weak theoretical support of certain practices.