, investigating the structure and estimation of autoregressive-moving average (ARMA) models and their relations to the covariance … application-oriented, this self-contained text will help students develop a deeper understanding of theory and better command of …1. Introduction -- 2. ARMA models -- 3. Forecasting stationary processes -- 4. Estimation of Mean and Autocovariance …

, Dividenden und Marktkapitalisierung mittels Kointegration und zeigt so eine gegenüber den herkömmlich verwendeten Methoden …

This book examines conventional time series in the context of stationary data prior to a discussion of cointegration … Analysis (SSA), the Kalman Filter and Structural Time Series, all in relation to cointegration. Using single equations methods … to develop topics, and as examples of the notion of cointegration, Burke, Hunter, and Canepa provide direction and …

Eigenkapitalausstattung von Kreditinstituten. Die Modellierung von Kreditportfoliorisiken mithilfe mathematisch-statistischer Analyseverfahren …