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Time Series Analysis (Hardcover)

Author: Madsen, Henrik

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Product Overview

<P>Providing an accessible yet comprehensive introduction to this important subject, Time Series Analysis emphasizes basic methods for modeling linear dynamic systems. The text presents a solid theoretical understanding of basic concepts, such as multivariate random variables, stochastic processes, and regression-based methods, while also providing a number of practical, real-world examples. It covers advanced topics that include spectral analysis, state space models, and recursive estimation. With a variety of both written and computer-based exercises, the text gives computational guidance to readers and includes an appendix on software options.</P>

Specifications

Publisher Taylor & Francis
Mfg Part# 9781420059670
SKU 204547290
Format Hardcover
ISBN10 142005967X
Release Date 12/15/2007
Product Attributes
Book Format Hardcover
Number of Pages 0380
Publisher Chapman & Hall/CRC
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