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ISBN 10: 142005967X ISBN 13: 9781420059670
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Published by Chapman and Hall/CRC, 2007
ISBN 10: 142005967X ISBN 13: 9781420059670
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Published by Chapman and Hall/CRC, 2007
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Published by Chapman and Hall/CRC, 2007
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Published by Chapman and Hall/CRC, 2007
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Published by Chapman and Hall/CRC, 2007
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Published by Chapman and Hall/CRC, 2007
ISBN 10: 142005967X ISBN 13: 9781420059670
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Published by Chapman and Hall/CRC, 2007
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Language: English
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Add to basketGebunden. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Henrik MadsenWith a focus on analyzing and modeling linear dynamic systems using statistical methods, Time Series Analysis formulates various linear models, discusses their theoretical characteristics, and explores the connections among stocha.
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ISBN 10: 142005967X ISBN 13: 9781420059670
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Published by Taylor & Francis Ltd, 2007
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Published by Chapman And Hall/CRC, 2007
ISBN 10: 142005967X ISBN 13: 9781420059670
Language: English
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Add to basketBuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Helping readers understand the relationship between linear dynamic systems and linear stochastic processes, Time Series Analysis presents an accessible yet thorough introduction to the methods for modeling linear stochastic systems. It links systems theory with time series theory and explores static and dynamic models to illustrate the differences between model types. The text also examines the significant topics of ARMA and ARIMA processes, the autocovariance function, and the Kalman filter. It provides numerous real-world examples from economics, physics, and engineering, several exercises at the end of most chapters, and a web page with computer-based exercises and a complete collection of slides.