Time Series: Data Analysis and Theory

Brillinger, David R.

ISBN 10: 0070078521 / ISBN 13: 9780070078529

Published by Holden Day, 1981

Text block firm and clean, binding unblemished, boards straight, no highlights or underlining. Bumping to corners. Well packaged and promptly shipped from California. Partnered with Friends of the Library since 2010. Seller Inventory # 1LAUHV0027MX

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.

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.

Bibliographic Details

Title: Time Series: Data Analysis and Theory
Publisher: Holden Day
Publication Date: 1981
Binding: Hardcover
Condition: VeryGood