Time Series - Theory and Methods Brockwell Peter J.Paperback
Time Series - Theory and Methods Brockwell Peter J.Paperback This paperback edition is a reprint of the 1991 edition.§Time Series: Theory and Methods is a systematic account of linear time series…
Specifikacia Time Series - Theory and Methods Brockwell Peter J.Paperback
Time Series - Theory and Methods Brockwell Peter J.Paperback
This paperback edition is a reprint of the 1991 edition.§Time Series: Theory and Methods is a systematic account of linear time series models and their application to the modelling and prediction of data collected sequentially in time. Both time and frequency domain methods are discussed, but the book is written in such a way that either approach could be emphasized. The aim is to provide specific techniques for handling data and at the same time to provide a thorough understanding of the mathematical basis for techniques.
It contains substantial chapters on multivariate series and state-space models (including applications of the Kalman recursions to missing-value problems) and shorter accounts of special topics including long-range dependence, infinite variance processes and non-linear models. The book intended to be a text for graduate students in statistics, mathematics, engineering, and the natural or social sciences.
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