Time Series: Data Analysis and Theory

Brillinger, D. R.

ISBN 10: 0030769752 / ISBN 13: 9780030769757

Edité par Holt, Rinehart and Winston, 1975

A propos de cet article

This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In poor condition, suitable as a reading copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,800grams, ISBN:0030769752.

N° de réf. du vendeur 5832766

Détails bibliographiques

• Titre: Time Series: Data Analysis and Theory
• Éditeur: Holt, Rinehart and Winston
• Date de parution: 1975
• Langue: anglais
• ISBN à 10 chiffres: 0030769752
• ISBN à 13 chiffres: 9780030769757
• Reliure: Couverture rigide
• État de l'article: Poor
• Catalogues du vendeur:
  • Mathematics

A propos de ce titre

Présentation de l'éditeur

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.