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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.
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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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Time Series: Data Analysis and Theory
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hardcover. Condition: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! Seller Inventory # S_419794488
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Time Series: Data Analysis and Theory
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Hardcover. Condition: 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. Seller Inventory # GL17A32789
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Time Series: Data Analysis and Theory. Expanded ed.
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Oakland, California, U.S.A.: Holden Day, 1981
ISBN 10: 0070078521
ISBN 13: 9780070078529
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Hardcover. Condition: Fine. Hardback in near fine condition. Expanded edition. Seller Inventory # 8015
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