Time Series
Data Analysis and Theory
£69.99
Part of Classics in Applied Mathematics
- Author: David R. Brillinger, University of California, Berkeley
- Date Published: September 2001
- availability: Available in limited markets only
- format: Paperback
- isbn: 9780898715019
£
69.99
Paperback
Looking for an inspection copy?
This title is not currently available on inspection
-
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.
Read more- Most useful to applied mathematicians, communication engineers, signal processors, statisticians and time series researchers, both applied and theoretical
- Readers should have some background knowledge in complex function theory and matrix algebra and should have successfully completed the equivalent of an upper division course in statistics
- An extensive set of original exercises is included
Reviews & endorsements
'Intended for students and researchers, this text employs basic techniques of univariate and multivariate statistics for the analysis of time series and signals. It covers a broad collection of theorems. The techniques are illustrated by data analyses and are discussed both heuristically and formally to serve both the applied and the theoretical worker.' IEEE Signal Processing Magazine
Customer reviews
Not yet reviewed
Be the first to review
Review was not posted due to profanity
×Product details
- Date Published: September 2001
- format: Paperback
- isbn: 9780898715019
- length: 570 pages
- dimensions: 228 x 152 x 28 mm
- weight: 0.719kg
- availability: Available in limited markets only
Table of Contents
Preface
1. The nature of time series and their frequency analysis
2. Foundations
3. Analytic properties of Fourier transforms and complex matrices
4. Stochastic properties of finite Fourier transforms
5. The estimation of power spectra
6: Analysis of a linear time invariant relation between a stochastic series and several deterministic series
7. Estimating the second-order spectra of vector-valued series
8. Analysis of a linear time invariant relation between two vector-valued stochastic series
9. Principal components in the frequency domain
10. The canonical analysis of time series
Proofs of theorems
References
Notation index
Author index
Subject index
Addendum.
Related Books
Sorry, this resource is locked
Please register or sign in to request access. If you are having problems accessing these resources please email lecturers@cambridge.org
Register Sign in» Proceed
You are now leaving the Cambridge University Press website. Your eBook purchase and download will be completed by our partner www.ebooks.com. Please see the permission section of the www.ebooks.com catalogue page for details of the print & copy limits on our eBooks.
Continue ×Are you sure you want to delete your account?
This cannot be undone.
Thank you for your feedback which will help us improve our service.
If you requested a response, we will make sure to get back to you shortly.
×