Time series: Data analysis and theory (Holden-Day series in time series analysis)

David R. Brillinger

ISBN 10: 0816211507 / ISBN 13: 9780816211500

Edité par Holden-Day, 1981

A propos de cet article

This item is worn. May have signs of wear this may include aesthetic issues such as scratches, dents and worn corners. All pages and the cover are intact, but the dust cover may be missing. Pages may include moderate to heavy number of notes and highlighting, but the text is not obscured or unreadable.

N° de réf. du vendeur 59WS4H000VND_ns

Détails bibliographiques

• Titre: Time series: Data analysis and theory (Holden-Day series in time series analysis)
• Éditeur: Holden-Day
• Date de parution: 1981
• Langue: anglais
• ISBN à 10 chiffres: 0816211507
• ISBN à 13 chiffres: 9780816211500
• Reliure: Couverture rigide
• État de l'article: acceptable

A propos de ce titre

Synopsis

Book by Brillinger David R

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.