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Time Series

By Brillinger, David R

Product Image: Time Series

Time Series

By Brillinger, David R

0 - Default Title
Description
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.
Product details
Binding:
Paperback
Number of Pages:
570
Release Date:
2001-09-01
Publication Date:
2001-09-01
Publisher:
Society for Industrial and Applied Mathematics (SIAM)
Languages:
Original: English
ISBN10:
0898715016
ISBN13:
9780898715019
GPSR Manufacturer Reference:
[email protected]
Weight:
721 g
Height:
152 cm
Width:
228 cm
Thickness:
28 cm
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