Time Series Analysis

£115.00

Time Series Analysis

Econometrics and economic statistics Probability and statistics

Author: Henrik Madsen

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Collection: Chapman & Hall/CRC Texts in Statistical Science

Language: English

Published by: Chapman and Hall/CRC

Published on: 28th November 2007

Format: LCP-protected ePub

ISBN: 9781040078495


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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