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Time Series Analysis - Chapman & Hall / CRC Texts in Statistical Science 1st edition
Madsen, Henrik (Technical University of Denmark, Lyngby)
Time Series Analysis - Chapman & Hall / CRC Texts in Statistical Science 1st edition
Madsen, Henrik (Technical University of Denmark, Lyngby)
Emphasizes basic methods for modeling linear dynamic systems. This book presents an understanding of basic concepts, such as multivariate random variables, stochastic processes, and regression-based methods. It covers topics that include spectral analysis, state space models, and recursive estimation.
400 pages, 69 black & white illustrations, 28 black & white tables
Media | Books Hardcover Book (Book with hard spine and cover) |
Released | November 28, 2007 |
ISBN13 | 9781420059670 |
Publishers | Taylor & Francis Ltd |
Pages | 396 |
Dimensions | 167 × 245 × 27 mm · 736 g |
Language | English |