Time series: data analysis and theory
β David R. Brillinger
π Library
π
2001
π Society for Industrial and Applied Mathematics
π English
β¦ LIBER β¦
π
Time Series: Data Analysis and Theory
β Scribed by David R. Brillinger
- Publisher
- SIAM: Society for Industrial and Applied Mathematics
- Year
- 2001
- Tongue
- English
- Leaves
- 561
- Series
- Classics in Applied Mathematics, 36
- Category
- Library
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No coin nor oath required. For personal study only.
β¦ 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.
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