Time Series - Data Analysis and Theory (Paperback, New Ed)

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.

General

Imprint:	Society For Industrial & Applied Mathematics,U.S.
Country of origin:	United States
Series:	Classics in Applied Mathematics, No. 36
Release date:	September 2001
Authors:	David R Brillinger
Series editors:	Robert O'Malley
Dimensions:	228 x 152 x 28mm (L x W x T)
Format:	Paperback - Trade
Pages:	540
Edition:	New Ed
ISBN-13:	978-0-89871-501-9
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
LSN:	0-89871-501-6
Barcode:	9780898715019

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