Time Series Analysis

Höfundur: Henrik Madsen (Útgáfa: 1)
Time Series Analysis

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With a focus on analyzing and modeling linear dynamic systems using statistical methods, Time Series Analysis formulates various linear models, discusses their theoretical characteristics, and explores the connections among stochastic dynamic models. Emphasizing the time domain description, the author presents theorems to highlight the most

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Útgefandi
Taylor & Francis
ISBN
9781040078495
Print ISBN
9780367025663
Format
ePub
Útgáfa
1
Höfundar
Henrik Madsen
Tungumál
English
Útgefið
2007-11-28
Prent takmörkun á líftíma
100
Prent takmörkun
2
Afritunar takmörkun
2

Kaflar

  • Cover
  • Half Title
  • Title Page
  • Copyright Page
  • Table of Contents
  • Preface
  • Notation
  • Chapter 1: Introduction
  • Chapter 2: Multivariate random variables
  • Chapter 3: Regression-based methods
  • Chapter 4: Linear dynamic systems
  • Chapter 5: Stochastic processes
  • Chapter 6: Identification, estimation, and model checking
  • Chapter 7: Spectral analysis
  • Chapter 8: Linear systems and stochastic processes
  • Chapter 9: Multivariate time series
  • Chapter 10: State space models of dynamic systems
  • Chapter 11: Recursive estimation
  • Chapter 12: Real life inspired problems
  • Appendix A The solution to difference equations
  • Appendix B Partial autocorrelations
  • Appendix C Some results from trigonometry
  • Appendix D List of acronyms
  • Appendix E List of symbols
  • Bibliography
  • Index
  • Chapman & Hall/CRC