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Guidolin, Massimo: Essentials of time series for financial applications / Massimo Guidolin, Manuela Pedio.. -
London, United Kingdom ; ; San Diego, CA: Academic Press, [2018]. - 1 online resource (1 volume) : illustrations, ISBN 978-0-12-813410-8
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Zucchini, Walter: Hidden Markov models for time series : an introduction using R / Walter Zucchini (University of Göttingen, Germany), Iain L. MacDonald (University of Cape Town, Sout… . - Second edition, first issued in paperback. -
Boca Raton ; London ; New York: CRC Press, Taylor & Francis Group, 2021. - xxviii, 370 Seiten : Diagramme, ISBN 978-1-03-217949-0
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(A Chapman & Hall book)
DOI: 10.1201/b20790
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Signatur: UBN/SK 845 Z94(2)
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Zimmermann, Karl-Heinz: Das Hidden-Markov-Modell : Zufallsprozesse mit verborgenen Zuständen und ihre wahrscheinlichkeitstheoretischen Grundlagen / Karl-Heinz Zimmermann. -
Berlin ; [Heidelberg]: Springer Spektrum, [2022]. - 1 Online-Ressource (VII, 69 Seiten, 16 Abb.), ISBN 978-3-662-65968-7
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DOI: 10.1007/978-3-662-65968-7
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Paolella, Marc S.: Linear models and time-series analysis : regression, ANOVA, ARMA and GARCH / Marc S. Paolella (Department of Banking and Finance, University of Zurich, Switzerland). -
Hoboken, NJ ; Chichester, West Sussex: Wiley, 2019. - xvi, 880 Seiten : Illustrationen, Diagramme, ISBN 978-1-119-43190-9
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Francq, Christian: GARCH models : structure, statistical inference and financial applications / Christian Francq; Jean-Michel Zakoïan. -
Chichester, West Sussex: Wiley, 2010. - XIV, 489 S. : graph. Darst., ISBN 978-0-470-68391-0
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Ardia, David: Financial risk management with bayesian estimation of GARCH models : theory and applications / David Ardia. -
Berlin ; Heidelberg: Springer, 2008. - XI, 203 S. : graph. Darst., ISBN 978-3-540-78656-6
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Bender, Christian: Systematic analysis of time resolved high-throughput data using stochastic network inference methods / Christian Bender, 2011. - Online-Ressource
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Time : a multidisciplinary introduction / edited by Sarit Kattan Gribetz and Lynn Kaye. -
Berlin ; Boston: De Gruyter Oldenbourg, [2023]. - 1 Online-Ressource (VIII, 209 Seiten) : Illustrationen, ISBN 978-3-11-069077-4
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Hoek, John van der: Introduction to hidden semi-Markov models / John van der Hoek (University of South Australia), Robert J. Elliott (University of South Australia … . -
Cambridge ; New York, NY ; Port Melbourne ; New Delhi ; Singapore: Cambridge University Press, 2018. - x, 174 Seiten : Illustrationen, ISBN 978-1-108-44198-8
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Rittler, Daniel: The carbon market, oil, and the macroeconomy / vorgelegt von Daniel Rittler, 2012. - X, 173 S. : graph. Darst.
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Kilian, Lutz: Structural vector autoregressive analysis / Lutz Kilian (University of Michigan), Helmut Lütkepohl (DIW and Freie Universität Berlin). -
Cambridge ; New York, NY ; Port Melbourne: Cambridge University Press, 2017. - xx, 734 Seiten : Illustrationen, ISBN 978-1-107-19657-5
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Jäger, Mark Christoph: Time series analysis and classification with state-space models for industrial processes and the life sciences / Mark Christoph Jäger, 2007. - Online-Ressource
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Bender, Christian: Systematic analysis of time resolved high-throughput data using stochastic network inference methods / presented by Christian Bender, 2011. - IX, 109 S. : Ill., graph. Darst.
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Elliott, Robert J.: Hidden Markov models : estimation and control / Robert J. Elliott; Lakhdar Aggoun; John B. Moore. -
New York ; Heidelberg [u.a.]: Springer, 1995. - XII, 361 S : graph. Darst, ISBN 978-3-540-94364-8
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Rittler, Daniel: The carbon market, oil, and the Macroeconomy / Daniel Rittler, 2013. - Online-Ressource
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Image models : (and their speech model cousins) / Stephen E. Levinson... (eds). -
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Guidolin, Mariangela: Innovation diffusion models : theory and practice / Mariangela Guidolin (University of Padua, Padua, Italy). -
Chichester, West Sussex, UK: Wiley, 2024. - xxxii, 186 Seiten : Illustrationen, ISBN 978-1-119-75620-0
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Golitsis, Pantelis: Damascius' Philosophy of Time / Pantelis Golitsis. -
Berlin ; Boston: De Gruyter, 2023. - 1 Online-Ressource (VIII, 120 p.), ISBN 978-3-11-105321-9
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The cointegrated VAR model : methodology and applications / Katarina Juselius. - Repr. (with corr.). -
Oxford [u.a.]: Oxford University Press, 2007. - XX, 457 S. : graph. Darst., ISBN 978-0-19-928567-9
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Juselius, Katarina: The cointegrated VAR model : methodology and applications / Katarina Juselius. - Reprint.. -
Oxford [u.a.]: Oxford Univ. Press, 2009. - XX, 457 S. : graph. Darst., ISBN 978-0-19-928567-9
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Signatur: LN-U 8-16922
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