Time Series Analysis

Time Series Analysis

Auteur: Henrik Madsen
Éditeur: CRC Press
Édition: 1
Année de publication: 2007
ISBN: 9780367025663

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With a focus on analyzing and modeling linear dynamic systems using statistical methods, Time Series Analysis formulates various linear models, discusses their theoretical characteristics, and explores the connections among stochastic dynamic models. Emphasizing the time domain description, the author presents theorems to highlight the most

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