Time Series Analysis

Time Series Analysis

Forfatter: Henrik Madsen
Forlag: CRC Press
Utgave: 1
Utgivelsesår: 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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