Time Series Analysis

Höfundur: Henrik Madsen (Útgáfa: 1)

Time Series Analysis

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Nánar um bókina

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

Flokkar: Stærðfræði og tölfræði

Efnisflokkar: Stærðfræði › Afturvirk greining Stærðfræði › Stokastísk ferli Stærðfræði › Tímaraðir

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