Volume 2. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In poor condition, suitable as a reading copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,550grams, ISBN:0125649029.

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Bibliographic Details

Title

Spectral Analysis and Time Series (Volume 2) Multivariate Series, Prediction and Control (Probability and Mathematical Statistics)

Publisher

Academic Press Inc

Publication Date

1981

Language

English

ISBN 10

0125649029

ISBN 13

9780125649025

Binding

Hardcover

Condition

Poor

Weight

550 grams

Seller catalogs

Mathematics

About this title

Synopsis

A principal feature of this book is the substantial care and attention devoted to explaining the basic ideas of the subject. Whenever a new theoretical concept is introduced it is carefully explained by reference to practical examples drawn mainly from the physical sciences. Subjects covered spectral analysis which is closely intertwined with the "time domain" approach, elementary notions of Hilbert Space Theory, basic probability theory, and practical analysis of time series data. The inclusion of material on "kalman filtering", state-space filtering", "non-linear models" and continuous time" models completes the impressive list of unique and detailed features which will give this book a prominent position among related literature. The first sectionVolume 1deals with single (univariate) series, while the secondVolume 2treats the analysis of several (multivariate) series and the problems of prediction, forecasting and control.

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