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Time Series: Data Analysis and Theory (Classics in Applied Mathematics, 36)

✍ 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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✦ Synopsis

Brillinger's book gives a thorough and advanced treatment of the frequency domain approach to time series analysis. It is more rigorous and advanced than Bloomfield but is not as easy to read and understand. It is the only text that I know of, to illustrate the power of the complex normal distribution as first suggested by N. Roy Goodman. Besides the interesting and rigorous treatment another nice feature of the book is the data analytic approach to many real time series.

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