Time Series: Data Analysis and Theory

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9780070078529: Time Series: Data Analysis and Theory

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.

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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.

About the Author:

David R. Brillinger is a Professor in the Department of Statistics at the University of California, Berkeley, and is also chair of the Bernoulli Society's Committee on Probability and Statistics in the Physical Sciences. A native Canadian, he is President of the Statistical Society of Canada for the year 2001-2002. Dr. Brillinger is the recipient of many awards in mathematics and statistics, has edited and served on the editorial boards of several distinguished journals, and is a frequent invited lecturer.

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1.

David R. Brillinger
Editore: Holden Day May-81
ISBN 10: 0070078521 ISBN 13: 9780070078529
Usato Rilegato Quantità: 1
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Books With A Past
(Glenwood, MD, U.S.A.)
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Descrizione libro Holden Day May-81. Hardcover. Condizione libro: Used - Very Good. No Jacket. Owner's name stamped on page edges and inside cover. Otherwise pages, covers and binding in very good condition. We are a Howard Co., Maryland-based brick-and-mortar store with over 45,000 volumes. Satisfaction Guaranteed!! NOTE: International shipping may be subject to additional charges. Codice libro della libreria 95009

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2.

Brillinger, David R.
Editore: Holden Day (1981)
ISBN 10: 0070078521 ISBN 13: 9780070078529
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GuthrieBooks
(Spring Branch, TX, U.S.A.)
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Descrizione libro Holden Day, 1981. Hardcover. Condizione libro: Used: Good. Ex-Library hardcover no dj (black boards) with all the usual markings, attachments, and light library wear. Coffee stain on front edge. Text block clean and unmarked. Tight binding. Codice libro della libreria GL17A32789

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3.

Brillinger, David
Editore: Oakland, California, U.S.A.: Holden Day (1981)
ISBN 10: 0070078521 ISBN 13: 9780070078529
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Rob the Book Man
(Vancouver, WA, U.S.A.)
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Descrizione libro Oakland, California, U.S.A.: Holden Day, 1981. Hardcover. Condizione libro: Fine. Hardback in near fine condition. Expanded edition. Codice libro della libreria 8015

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