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 | Unavailable |
| ISBN 13 | 9780898715019 |
| ISBN 10 | 0898715016 |
| Title | Time Series: Data Analysis and Theory |
| Author | David R Brillinger |
| Condition | Unavailable |
| Binding Type | Paperback |
| Publisher | Society for Industrial & Applied Mathematics,U.S. |
| Year published | 2001-09-01 |
| Number of pages | 560 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |