Übersicht			Auf mobile öffnen

Lieferstatus:	Auf Bestellung (Lieferzeit unbekannt)
Veröffentlichung:	November 2007
Genre:	Schulbücher
	advanced linear stochastic modeling applications / dynamic process identification / Econometrics and economic statistics / Economic statistics / linear systems analysis / MATHEMATICS / Probability & Statistics / General / multivariate statistics / Probability & statistics / Probability and statistics / spectral methods / Statistical forecasting / stochastic modeling mehr...
ISBN:	9781420059670
EAN-Code:	9781420059670
Verlag:	Taylor and Francis
Einband:	Gebunden
Sprache:	English
Serie:	Chapman & Hall/CRC Texts in Statistical Science
Dimensionen:	H 234 mm / B 156 mm / D 29 mm
Gewicht:	900 gr
Seiten:	396
Illustration:	schwarz-weiss Illustrationen, Tabellen, schwarz-weiss
Bewertung:	Titel bewerten / Meinung schreiben

Inhalt:

Helping readers understand the relationship between linear dynamic systems and linear stochastic processes, Time Series Analysis presents an accessible yet thorough introduction to the methods for modeling linear stochastic systems. It links systems theory with time series theory and explores static and dynamic models to illustrate the differences between model types. The text also examines the significant topics of ARMA and ARIMA processes, the autocovariance function, and the Kalman filter. It provides numerous real-world examples from economics, physics, and engineering, several exercises at the end of most chapters, and a web page with computer-based exercises and a complete collection of slides.