Analysis of Time Series Structure: SSA and Related Techniques

Cox, D.R. (Series edited by)/ Reid, N. (Series edited by)/ Isham, Valerie (Series edited by)/ Tibshirani, R.J. (Series edited by)/ Louis, Thomas A. (Series edited by)/ Tong, Howell (Series edited by)/ Keiding, Niels (Series edited by)/ Golyandina, Nina (Author)/ Nekrutkin, Vladimir (Author)/ Zhigljavsky, Anatoly A (Author)

ISBN 10: 1584881941 / ISBN 13: 9781584881940

Edité par Chapman & Hall, 2001

A propos de cet article

1st edition. 320 pages. 9.25x6.50x0.75 inches. In Stock.

N° de réf. du vendeur x-1584881941

Détails bibliographiques

• Titre: Analysis of Time Series Structure: SSA and Related Techniques
• Éditeur: Chapman & Hall
• Date de parution: 2001
• Langue: anglais
• ISBN à 10 chiffres: 1584881941
• ISBN à 13 chiffres: 9781584881940
• Reliure: Hardcover
• État de l'article: Brand New

A propos de ce titre

Synopsis

This book provides a careful, lucid description of singular spectrum analysis (SSA) general theory and methodology. Part I introduces the basic concepts and presents a detailed treatment of the methodology. Part II is devoted to the theory of SSA. Based on the authors' original work and filled with applications, this book offers an outstanding opportunity to obtain a working knowledge of why, when, and how SSA works. It builds a strong foundation for successfully using the technique in applications ranging from mathematics and nonlinear physics to economics, biology, oceanology, social science, engineering, financial econometrics, and market research.

À propos de l?auteur

Nina Golyandina