Time Series Analysis

by Henrik Madsen

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 important results, proofs to clarify some results, and problems to illustrate the use of the results...

• Format: Hardcover
• Language: English
• ISBN: 142005967X
• ISBN13: 9781420059670
• Release Date: December 2007
• Publisher: CRC Press
• Length: 396 Pages
• Weight: 1.52 lbs.
• Dimensions: 1.0" x 6.3" x 9.6"