Time Series: Data Analysis And Theory (international Series In Decision Processes)

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Brand: Holt, Rinehart, and Winston
SKU: DADAX0030769752
ISBN : 0030769752

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Intended for students and researchers, this text employs basic techniques of univariate and multivariate statistics for the analysis of time series and signals. It provides a broad collection of theorems, placing the techniques on firm theoretical ground. The techniques, which are illustrated by data analyses, are discussed in both a heuristic and a formal manner, making the book useful for both the applied and the theoretical worker. An extensive set of original exercises is included. Time Series: Data Analysis and Theory takes the Fourier transform of a stretch of time series data as the basic quantity to work with and shows the power of that approach. It considers second- and higher-order parameters and estimates them equally, thereby handling non-Gaussian series and nonlinear systems directly. The included proofs, which are generally short, are based on cumulants.
Author : David R Brillinger
ISBN : 0030769752
Language : English
Edition : Ist edition
Publication Date : 1974
Format/Binding : Hardcover
Book dimensions : 9x5.8x1.2
Book weight : 0.02

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