Time Series Analysis

Auteur: Madsen, Henrik (Technical University of Denmark, Lyngby)
Editeur: Taylor & Francis Ltd
Emphasizes basic methods for modeling linear dynamic systems. This book presents an understanding of basic concepts, such as multivariate random variables, stochastic processes, and regression-based methods. It covers topics that include spectral analysis, state space models, and recursive estimation.

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Emphasizes basic methods for modeling linear dynamic systems. This book presents an understanding of basic concepts, such as multivariate random variables, stochastic processes, and regression-based methods. It covers topics that include spectral analysis, state space models, and recursive estimation.
ISBN / EAN 9781420059670
Auteur Madsen, Henrik (Technical University of Denmark, Lyngby)
Editeur Taylor & Francis Ltd