Normal view MARC view ISBD view

Time series analysis [Texte imprimé] / Henrik Madsen

Auteur principal : Madsen, Henrik, 1955-, AuteurPublication :Boca Raton (Fla.), London, New York : Chapman & Hall/CRC, cop. 2008Description : 1 vol. (380 p.) : ill. ; 25 cmISBN : 978-1-4200-5967-0 ; 1-4200-5967-X.Collections : Texts in statistical scienceBibliographie: Bibliogr. p. [367]-372. Index.Sujet - Nom d'actualité : Séries chronologiques Sujet : Système linéaire ;Statistique
Current location Call number Status Date due Barcode
Sophia Antipolis
EMS N 2008-544(CEP) Sur demande EMS N 2008-544(CEP)

Table of Contents : Multivariate random variables. Regression-based methods. Linear dynamic systems. Stochastic processes. Identification, estimation, and model checking. Spectral analysis. Linear systems and stochastic processes. Multivariate time series. State space models of dynamic systems. Recursive estimation. Real life inspired problems. appendix A: The solution to difference equations. appendix B: Partial autocorrelations. appendix C: Some results from trigonometry. appendix D: List of Acronyms. appendix E: List of symbols

Bibliogr. p. [367]-372. Index

Powered by Koha

//]]>