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Time Series Analysis
About this book
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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Yes, you can access Time Series Analysis by Henrik Madsen in PDF and/or ePUB format, as well as other popular books in Mathematics & Probability & Statistics. We have over one million books available in our catalogue for you to explore.
Information
Table of contents
- Front cover
- Contents
- Preface
- Notation
- CHAPTER 1: Introduction
- CHAPTER 2: Multivariate random variables
- CHAPTER 3: Regression-based methods
- CHAPTER 4: Linear dynamic systems
- CHAPTER 5: Stochastic processes
- CHAPTER 6: Identification, estimation, and modelchecking
- CHAPTER 7: Spectral analysis
- CHAPTER 8: Linear systems and stochastic processes
- CHAPTER 9: Multivariate time series
- CHAPTER 10: State space models of dynamic systems
- CHAPTER 11: Recursive estimation
- CHAPTER 12: 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
- Bibliography
- Back cover
