Time Series: Data Analysis and Theory: Series Number 36 (Classics in Applied Mathematics, Series Number 36) - Softcover

Brillinger, David R.

 
9780898715019: Time Series: Data Analysis and Theory: Series Number 36 (Classics in Applied Mathematics, Series Number 36)

Synopsis

This text employs basic techniques of univariate and multivariate statistics for the analysis of time series and signals.

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Review

'Intended for students and researchers, this text employs basic techniques of univariate and multivariate statistics for the analysis of time series and signals. It covers a broad collection of theorems. The techniques are illustrated by data analyses and are discussed both heuristically and formally to serve both the applied and the theoretical worker.' IEEE Signal Processing Magazine

Book Description

Intended for students and researchers, this text employs basic techniques of univariate and multivariate statistics for the analysis of time series and signals. It provides a broad collection of theorems, placing the techniques on firm theoretical ground. An extensive set of original exercises is included.

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