| Title:
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TIME SERIES
DATA ANALYSIS AND THEORY |
| By: |
David R. Brillinger, Robert O'Malley |
| Format: |
Paperback |
| List price:
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£63.00 |
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| ISBN 10: |
0898715016 |
| ISBN 13: |
9780898715019 |
| Publisher: |
SOCIETY FOR INDUSTRIAL & APPLIED MATHEMATICS,U.S. |
| Pub. date: |
1 September, 2001 |
| Series: |
Classics in Applied Mathematics No. 36 |
| Pages: |
560 |
| Description: |
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. |
| Synopsis: |
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. |
| Illustrations: |
Illustrations |
| Publication: |
US |
| Imprint: |
Society for Industrial & Applied Mathematics,U.S. |
| Returns: |
Returnable |