Time Series Models

Discover the intricacies of time series analysis with Time Series Models by Manfred Deistler. Published by Springer International Publishing AG in 2022, this comprehensive paperback spans 201 pages and is designed for both students and professionals seeking to deepen their understanding of multivariate AR, ARMA, and state space models. In this insightful book, Deistler explores the essential model classes for stationary processes, providing a thorough examination of the structure of AR, ARMA, and state space systems. Key topics include Yule-Walker equations, the factorization of rational spectral densities, and the application of Kalman filtering techniques. Whether you're looking to enhance your analytical skills or expand your theoretical knowledge, Time Series Models is an invaluable resource that bridges theory and practical application in the field of time series analysis.