Complex-Valued Econometrics with Examples in R : Modelling, Regression and Applications

by Sergey Svetunkov, Ivan Svetunkov

Chapter 1. Introduction to theory of complex variables -- Chapter 2. Simple Complex Linear Regression -- Chapter 3. Correlation analysis of complex random variables -- Chapter 4. Multiple Complex Linear Regression -- Chapter 5. Assumptions of Complex Linear Models -- Chapter 6. Complex Dynamic Models -- Chapter 7. Examples of application.

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Year of publication:	2024
Authors:	Svetunʹkov, Sergej Gennadʹevič ; Svetunkov, Ivan
Publisher:	2024.: Cham : Springer Nature Switzerland 2024.: Cham : Imprint: Springer
Subject:	Complex variable functions \| Complex-valued economics \| Mathematical methods and models in economics \| Autoregression \| Vector autoregressions \| Mathematical statistics of a complex random variable \| Complex variation \| Modeling of stochastic processes \| Short term forecasting \| Complex-valued autoregressions \| Correlogram \| TCVF \| Stochastic reversible processes \| Forecasting \| Schätztheorie \| Estimation theory \| Stochastischer Prozess \| Stochastic process \| Zeitreihenanalyse \| Time series analysis \| Finanzmathematik \| Mathematical finance \| Ökonometrie \| Econometrics \| Mathematik \| Mathematics \| Statistische Methodenlehre \| Statistical theory \| VAR-Modell \| VAR model \| Prognoseverfahren \| Forecasting model

Extent:	1 Online-Ressource (XI, 154 p. 63 illus., 43 illus. in color.)
Series:	Contributions to Economics
Type of publication:	Book / Working Paper
Language:	English
ISBN:	978-3-031-62608-1 ; 978-3-031-62607-4 ; 978-3-031-62609-8 ; 978-3-031-62610-4
Other identifiers:	10.1007/978-3-031-62608-1 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014631750