This book presents the most important models and techniques for time series analysis. It focuses on the time domain and pays special attention to explorative methods, ARMA models with their extensions, prediction methods, and time series regressions. The text has been brought up to date for the fourth edition, and certain chapters have been expanded.

Autorentext

Prof. Dr. Rainer Schlittgen lehrte Statistik an der Fakultät für Betriebswirtschaft an der Universität Hamburg. Dr. Cristina Sattarhoff ist Habilitandin und Dozentin am Institut für Statistik der Fakultät für Betriebswirtschaft, Universität Hamburg.