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

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Brand: Holt, Rinehart, and Winston
SKU: DADAX0030769752
ISBN : 9780030769757
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Time series: data analysis and theory (International series in decision processes)

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.

Specifications of Time series: data analysis and theory (International series in decision processes)

GENERAL
AuthorDavid R Brillinger
BindingHardcover
LanguageEnglish
EditionIst edition
ISBN-100030769752
ISBN-139780030769757
PublisherHolt, Rinehart, and Winston
Publication Date1974
DIMENSIONS
Height1.2 inch.
Length9 inch.
Width5.8 inch.
Weight1.65 pounds.

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