Time Series Analysis - Chapman & Hall / CRC Texts in Statistical Science - Madsen, Henrik (Technical University of Denmark, Lyngby) - Books - Taylor & Francis Ltd - 9781420059670 - November 28, 2007
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Madsen, Henrik (Technical University of Denmark, Lyngby)
Time Series Analysis - Chapman & Hall / CRC Texts in Statistical Science 1st edition

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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.

400 pages, 69 black & white illustrations, 28 black & white tables

Media Books     Hardcover Book   (Book with hard spine and cover)
Released November 28, 2007
ISBN13 9781420059670
Publishers Taylor & Francis Ltd
Pages 396
Dimensions 167 × 245 × 27 mm   ·   736 g
Language English  

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