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

Brillinger, David R.

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ISBN 10: 0816211507 / ISBN 13: 9780816211500
Published by Holden-Day, U.S.A., 1981
Condition: Good Hardcover
From Moe's Books (Berkeley, CA, U.S.A.)

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Expanded Edition. Worn covers, spine. Unmarked pages. Bookseller Inventory # 1100857

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Bibliographic Details

Title: Time series: Data analysis and theory (...

Publisher: Holden-Day, U.S.A.

Publication Date: 1981

Binding: Hard Cover

Book Condition:Good

Dust Jacket Condition: No Jacket

About this title

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.

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