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

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

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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David R. Brillinger
Editore: Society for Industrial Applied Mathematics,U.S., United States (2001)
ISBN 10: 0898715016 ISBN 13: 9780898715019
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Descrizione libro Society for Industrial Applied Mathematics,U.S., United States, 2001. Paperback. Condizione libro: New. Language: English . Brand New Book. 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. Codice libro della libreria AAN9780898715019

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Descrizione libro Society for Industrial and Applied Mathematics, 2001. PAP. Condizione libro: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Codice libro della libreria CE-9780898715019

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David R. Brillinger
Editore: Society for Industrial Applied Mathematics,U.S., United States (2001)
ISBN 10: 0898715016 ISBN 13: 9780898715019
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Descrizione libro Society for Industrial Applied Mathematics,U.S., United States, 2001. Paperback. Condizione libro: New. Language: English . Brand New Book. 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. Codice libro della libreria AAN9780898715019

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ISBN 10: 0898715016 ISBN 13: 9780898715019
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Descrizione libro Society for Industrial & Applied Mathematics,U.S. Paperback. Condizione libro: new. BRAND NEW, Time Series: Data Analysis and Theory, David R. Brillinger, Robert O'Malley, 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. Codice libro della libreria B9780898715019

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David R. Brillinger
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Descrizione libro SIAM: Society for Industrial and Applied Mathematics, 2001. Paperback. Condizione libro: New. Codice libro della libreria DADAX0898715016

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Descrizione libro SIAM: Society for Industrial and Applied Mathematics, 2001. Paperback. Condizione libro: New. book. Codice libro della libreria 0898715016

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Descrizione libro Society for Industrial & Applied, 2001. Paperback. Condizione libro: Brand New. 540 pages. 8.75x6.00x1.25 inches. In Stock. Codice libro della libreria __0898715016

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Descrizione libro SIAM: Society for Industrial a, 2001. Paperback. Condizione libro: New. Codice libro della libreria P110898715016

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Descrizione libro Society for Industrial and Applied Mathematics, SIAM. PAPERBACK. Condizione libro: New. 0898715016 New Condition. Codice libro della libreria NEW6.0603852

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