Time Series Analysis

Time Series Analysis
ISBN-10
1420059688
ISBN-13
9781420059687
Series
Time Series Analysis
Category
Mathematics
Pages
400
Language
English
Published
2007-11-28
Publisher
CRC Press
Author
Henrik Madsen

Description

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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