Neusser, Klaus creator text Switzerland Springer c2025 2nd ed. monographic eng

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xxii, 429p. This text presents modern developments in time series analysis and focuses on their application to economic problems. The book first introduces the fundamental concept of a stationary time series and its relation to the basic properties of covariance funtions, investigating the structure and estimation of autoregressive-moving average (ARMA) models and their relations to the covariance structure. Includes bibliographical references and index. Econometrics Macroeconomics Monetary Economics Financial Economics Statistics for Business 330.015195 NEU 9783031888373 260515 20260529123639.0