Time Series Analysis
Henrik (Technical University of Denmark, Lyngby) Madsen
Taylor & Francis Ltd, 2007
220,75 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9781420059670
- ISBN-10
- 142005967X
- Publisher
- Taylor & Francis Ltd
- Year
- 2007
- Publication date
- 2007-11-28
- Pages
- 396
- Dimensions
- 245x167x27
- Weight
- 736