Time Series Analysis - Chapman & Hall / CRC Texts in Statistical Science - Madsen, Henrik (Technical University of Denmark, Lyngby) - Books - Taylor & Francis Ltd - 9781420059670 - November 28, 2007
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Time Series Analysis - Chapman & Hall / CRC Texts in Statistical Science 1st edition

Madsen, Henrik (Technical University of Denmark, Lyngby)

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Time Series Analysis - Chapman & Hall / CRC Texts in Statistical Science 1st edition

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