Brown and white hardcover, 1975, 500pp, no jacket. Almost like new. Cover has slightest wear, old price on first page won't quite erase else interior is like new. **We are a small family business selling fine new and pre-owned books online since 1999, providing professional service and individual attention to your order, daily shipments and sturdy packing.

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Bibliographic Details

Title

Time series: data analysis and theory (International series in decision processes).

Publisher

Holt Rinehart & Winston

Publication Date

1975

Language

English

ISBN 10

0030769752

ISBN 13

9780030769757

Binding

Hardcover

Condition

Used, very good

Seller catalogs

Statistics

About this title

Synopsis

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. The techniques, which are illustrated by data analyses, are discussed in both a heuristic and a formal manner, making the book useful for both the applied and the theoretical worker. An extensive set of original exercises is included. Time Series: Data Analysis and Theory takes the Fourier transform of a stretch of time series data as the basic quantity to work with and shows the power of that approach. It considers second- and higher-order parameters and estimates them equally, thereby handling non-Gaussian series and nonlinear systems directly. The included proofs, which are generally short, are based on cumulants.

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

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