Time Series: Data Analysis and Theory by David R Brillinger

Time Series: Data Analysis and Theory by David R Brillinger

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.

SKU	Nicht verfügbar
ISBN 13	9780898715019
ISBN 10	0898715016
Titel	Time Series: Data Analysis and Theory
Autor	David R Brillinger
Buchzustand	Nicht verfügbar
Bindungsart	Paperback
Verlag	Society for Industrial & Applied Mathematics,U.S.
Erscheinungsjahr	2001-09-01
Seitenanzahl	560
Hinweis auf dem Einband	Die Abbildung des Buches dient nur Illustrationszwecken, die tatsächliche Bindung, das Cover und die Auflage können sich davon unterscheiden.