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Time series: Data analysis and theory (Holden-Day series in time series analysis) - Hardcover

 
9780816211500: Time series: Data analysis and theory (Holden-Day series in time series analysis)

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Book by Brillinger, David R

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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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  • PublisherHolden-Day
  • Publication date1981
  • ISBN 10 0816211507
  • ISBN 13 9780816211500
  • BindingHardcover
  • Number of pages540

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