Time series analysis
Auteur :
Madsen, Henrik
Éditeur :
Taylor & Francis Ltd
ISBN :
9781420059670
Date de publication :
28 nov. 2007
Dimensions :
23,4 x 15,6 cm
Poids :
900 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Emphasizes basic methods for modeling linear dynamic systems. This book presents an understanding of basic concepts, such as multivariate random variables, stochastic processes, and regression-based methods. It covers topics that include spectral analysis, state space models, and recursive estimation.