Spectral Analysis and Time Series, Two-Volume Set, Volume 1-2 - Volumes I and II (Paperback, Reprint)

A principal feature of this book is the substantial care and attention devoted to explaining the basic ideas of the subject. Whenever a new theoretical concept is introduced it is carefully explained by reference to practical examples drawn mainly from the physical sciences. Subjects covered include: spectral analysis which is closely intertwined with the "time domain" approach, elementary notions of Hilbert Space Theory, basic probability theory, and practical analysis of time series data. The inclusion of material on "kalman filtering," state-space filtering," "non-linear models" and continuous time" models completes the impressive list of unique and detailed features which will give this book a prominent position among related literature. The first section -- Volume 1 -- deals with single (univariate) series, while the second -- Volume 2 -- treats the analysis of several (multivariate) series and the problems of prediction, forecasting and control.

General

Imprint:	Academic Press Inc
Country of origin:	United States
Series:	Probability and Mathematical Statistics
Release date:	October 1982
First published:	1983
Authors:	M.B. Priestley
Dimensions:	229 x 152 x 46mm (L x W x T)
Format:	Paperback
Pages:	890
Edition:	Reprint
ISBN-13:	978-0-12-564922-3
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Promotions
LSN:	0-12-564922-3
Barcode:	9780125649223

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!