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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
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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

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