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

540 pp., hardcover, ex library, else text and binding clean and tight. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country. N° de réf. du vendeur ZB1346268

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.

Détails bibliographiques

Titre : Time series: Data analysis and theory (...
Éditeur : Holden-Day
Date d'édition : 1981
Reliure : Couverture rigide
Etat : Good